Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252869.1853 | 240557.4515 | 12311.7338 | 85514.9819 | 58067.9709 | 27447.011 |
Total P&L (%) | 252.8692 | 240.5575 | 12.3117 | 85.515 | 58.068 | 27.447 |
Avg Daily Profit (%) | 0.2428 | 0.2309 | 0.0118 | 0.0593 | 0.044 | 0.0233 |
Buy And Hold Return (%) | 36.069 | 36.069 | 36.069 | 36.069 | 36.069 | 36.069 |
Max Trade Drawdown | -115123 | -80275 | -128905 | -186210 | -112853 | -129288 |
Profit Factor | 1.1269 | 1.2357 | 1.0127 | 1.0312 | 1.04 | 1.0213 |
Total Trades | 1091 | 545 | 546 | 1091 | 545 | 546 |
Winning Trades | 492 | 252 | 240 | 492 | 252 | 240 |
Losing Trades | 599 | 293 | 306 | 599 | 293 | 306 |
Profitability (%) | 45.0962 | 46.2385 | 43.956 | 45.0962 | 46.2385 | 43.956 |
Ratio Avg Win / Avg Loss | 1.372 | 1.4367 | 1.2912 | 1.2555 | 1.2093 | 1.3022 |
Largest Winning Trade | 92319 | 92319 | 30214 | 79692 | 79692 | 53197 |
Largest Losing Trade | -25235 | -25235 | -23735 | -50879 | -50879 | -46410 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 24669 | 13185 | 11484 | 24669 | 13185 | 11484 |
Profit Streak | 9.5569 | 0 | 9.7236 | 9.5569 | 0 | 9.7236 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67986 | 304670 | -548527 | -299331 | -319051 | -523741 |
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{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.81933 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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