Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754517.3443 | 716794.1656 | 37723.1787 | 881996.4017 | 655374.9509 | 226621.4508 |
Total P&L (%) | 754.5173 | 716.7942 | 37.7232 | 881.9964 | 655.375 | 226.6215 |
Avg Daily Profit (%) | 0.4077 | 0.3874 | 0.0204 | 0.1235 | 0.1093 | 0.064 |
Buy And Hold Return (%) | 96.1268 | 96.1268 | 96.1268 | 96.1268 | 96.1268 | 96.1268 |
Max Trade Drawdown | -140783 | -82883 | -119635 | -2651211 | -2038715 | -1277928 |
Profit Factor | 2.1504 | 3.343 | 1.1078 | 1.1185 | 1.1476 | 1.0754 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 40.404 | 42 | 38.7755 | 40.404 | 42 | 38.7755 |
Ratio Avg Win / Avg Loss | 3.1719 | 4.6165 | 1.7492 | 1.6497 | 1.5847 | 1.6981 |
Largest Winning Trade | 354122 | 354122 | 77985 | 1255878 | 1255878 | 534084 |
Largest Losing Trade | -62323 | -28643 | -62323 | -893866 | -893866 | -397495 |
Avg Bars in Trades | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Winners | 123 | 108 | 140 | 123 | 108 | 140 |
Avg Bars in Losers | 37 | 41 | 34 | 37 | 41 | 34 |
Bars Traded | 7181 | 3495 | 3686 | 7181 | 3495 | 3686 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375686 | -167135 | -436501 | -120266 | -286993 | -252710 |
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{ "first_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 125, "multiplier": 2.67121 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 125, "multiplier": 2.67121 } } }
# | 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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