Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432126.7263 | 372404.5476 | 59722.1788 | 1482800.8347 | 1431275.8538 | 51524.9809 |
Total P&L (%) | 432.1267 | 372.4045 | 59.7222 | 1482.8008 | 1431.2759 | 51.525 |
Avg Daily Profit (%) | 0.4909 | 0.423 | 0.0678 | 0.3142 | 0.3104 | 0.0472 |
Buy And Hold Return (%) | 346.1602 | 346.1602 | 346.1602 | 346.1602 | 346.1602 | 346.1602 |
Max Trade Drawdown | -66449 | -50015 | -52909 | -601038 | -368538 | -460615 |
Profit Factor | 2.7715 | 3.6691 | 1.572 | 1.6661 | 2.114 | 1.0547 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 50.7692 | 57.5758 | 43.75 | 50.7692 | 57.5758 | 43.75 |
Ratio Avg Win / Avg Loss | 2.6875 | 2.7036 | 2.0212 | 1.6156 | 1.5577 | 1.3561 |
Largest Winning Trade | 148875 | 148875 | 39813 | 669313 | 669313 | 434638 |
Largest Losing Trade | -29356 | -22007 | -29356 | -279931 | -279931 | -209809 |
Avg Bars in Trades | 75 | 78 | 73 | 75 | 78 | 73 |
Avg Bars in Winners | 115 | 112 | 118 | 115 | 112 | 118 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 4936 | 2592 | 2344 | 4936 | 2592 | 2344 |
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 | -209019 | -124887 | -267735 | -125700 | 426842 | -458399 |
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{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 2.93715 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 2.93715 } } }
# | 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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