Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2736928.3242 | 2690617.351 | 46310.9732 | 40348801.0535 | 51076996.0313 | -10728194.9778 |
Total P&L (%) | 2736.9283 | 2690.6174 | 46.311 | 40348.8011 | 51076.996 | -10728.195 |
Avg Daily Profit (%) | 1.4646 | 1.4399 | 0.0248 | 0.3217 | 0.3344 | 0 |
Buy And Hold Return (%) | 6919.9962 | 6919.9962 | 6919.9962 | 6919.9962 | 6919.9962 | 6919.9962 |
Max Trade Drawdown | -105698 | -59836 | -117939 | -19905570 | -10314340 | -17294044 |
Profit Factor | 5.8776 | 12.5853 | 1.1408 | 1.6123 | 3.2351 | 0.7508 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 45.614 | 47.3684 | 43.8596 | 45.614 | 47.3684 | 43.8596 |
Ratio Avg Win / Avg Loss | 7.0079 | 13.9836 | 1.4602 | 1.9223 | 3.5946 | 0.961 |
Largest Winning Trade | 1920847 | 1920847 | 63215 | 21192472 | 21192472 | 11631178 |
Largest Losing Trade | -40108 | -22796 | -40108 | -11698803 | -5185393 | -11698803 |
Avg Bars in Trades | 92 | 96 | 87 | 92 | 96 | 87 |
Avg Bars in Winners | 140 | 153 | 125 | 140 | 153 | 125 |
Avg Bars in Losers | 51 | 45 | 58 | 51 | 45 | 58 |
Bars Traded | 10494 | 5493 | 5001 | 10494 | 5493 | 5001 |
Profit Streak | 0 | 101.8918 | 0 | 0 | 101.8918 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144999 | -323251 | -573614 | 358123 | -164352 | -763221 |
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{ "first_band": { "type": "dcm", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 207, "offset": 232, "multiplier": 2.855 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 207, "offset": 232, "multiplier": 2.855 } } }
# | 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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