Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343701.0555 | 304367.8638 | 39333.1917 | 167201.2291 | 176389.8739 | -9188.6449 |
Total P&L (%) | 343.7011 | 304.3679 | 39.3332 | 167.2012 | 176.3899 | -9.1886 |
Avg Daily Profit (%) | 0.2014 | 0.1784 | 0.023 | 0.0576 | 0.0596 | -0.0056 |
Buy And Hold Return (%) | 57.9512 | 57.9512 | 57.9512 | 57.9512 | 57.9512 | 57.9512 |
Max Trade Drawdown | -167083 | -114338 | -68116 | -394194 | -248439 | -177940 |
Profit Factor | 1.5544 | 1.8714 | 1.1453 | 1.1091 | 1.2075 | 0.9865 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 50.5495 | 51.1111 | 50 | 50.5495 | 51.1111 | 50 |
Ratio Avg Win / Avg Loss | 1.5206 | 1.79 | 1.1453 | 1.085 | 1.155 | 0.9865 |
Largest Winning Trade | 155671 | 155671 | 26693 | 177468 | 177468 | 70372 |
Largest Losing Trade | -53949 | -53949 | -24296 | -127394 | -127394 | -76248 |
Avg Bars in Trades | 35 | 47 | 24 | 35 | 47 | 24 |
Avg Bars in Winners | 49 | 71 | 28 | 49 | 71 | 28 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 3230 | 2118 | 1112 | 3230 | 2118 | 1112 |
Profit Streak | 0 | 133.7708 | 0 | 0 | 133.7708 | 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 | 359425 | 409825 | -388173 | -219426 | -115342 | -580426 |
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{ "first_band": { "type": "dema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 127, "offset": 0, "multiplier": 3.16166 } } }
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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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