Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636567.257 | 703989.0795 | -67421.8225 | -76403.0534 | -6806.9814 | -69596.0721 |
Total P&L (%) | 636.5673 | 703.9891 | -67.4218 | -76.4031 | -6.807 | -69.5961 |
Avg Daily Profit (%) | 0.2678 | 0.2962 | -0.0284 | -0.0607 | -0.003 | -0.0501 |
Buy And Hold Return (%) | 267.4561 | 267.4561 | 267.4561 | 267.4561 | 267.4561 | 267.4561 |
Max Trade Drawdown | -208330 | -151147 | -203062 | -142161 | -84093 | -118545 |
Profit Factor | 1.6028 | 2.374 | 0.876 | 0.7925 | 0.9639 | 0.613 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 53.2258 | 53.2258 | 53.2258 | 53.2258 | 53.2258 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.4085 | 2.0862 | 0.7698 | 0.6964 | 0.847 | 0.5387 |
Largest Winning Trade | 286023 | 286023 | 34028 | 58697 | 58697 | 20011 |
Largest Losing Trade | -95920 | -56660 | -95920 | -93649 | -32584 | -93649 |
Avg Bars in Trades | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Winners | 35 | 43 | 28 | 35 | 43 | 28 |
Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
Bars Traded | 4530 | 2637 | 1893 | 4530 | 2637 | 1893 |
Profit Streak | 155.0773 | 155.0773 | 227.0773 | 155.0773 | 155.0773 | 227.0773 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300379 | -142854 | -733184 | -578618 | -733576 | -733184 |
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{ "first_band": { "type": "dcm", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 3.37379 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 3.37379 } } }
# | 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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