Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396846.0511 | 342020.1156 | 54825.9355 | 501423.7823 | 390149.7681 | 111274.0142 |
Total P&L (%) | 396.8461 | 342.0201 | 54.8259 | 501.4238 | 390.1498 | 111.274 |
Avg Daily Profit (%) | 0.2332 | 0.201 | 0.0322 | 0.1055 | 0.0934 | 0.044 |
Buy And Hold Return (%) | 45.9659 | 45.9659 | 45.9659 | 45.9659 | 45.9659 | 45.9659 |
Max Trade Drawdown | -135992 | -78715 | -58260 | -515518 | -262423 | -253094 |
Profit Factor | 1.7922 | 2.1958 | 1.2551 | 1.3057 | 1.434 | 1.1501 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 48.3516 | 46.6667 | 50 | 48.3516 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.9144 | 2.5095 | 1.2551 | 1.3948 | 1.6389 | 1.1501 |
Largest Winning Trade | 155671 | 155671 | 19525 | 201114 | 201114 | 79002 |
Largest Losing Trade | -39735 | -39735 | -23433 | -137808 | -137808 | -95535 |
Avg Bars in Trades | 34 | 44 | 25 | 34 | 44 | 25 |
Avg Bars in Winners | 49 | 65 | 34 | 49 | 65 | 34 |
Avg Bars in Losers | 20 | 24 | 16 | 20 | 24 | 16 |
Bars Traded | 3147 | 1983 | 1164 | 3147 | 1983 | 1164 |
Profit Streak | 0 | 173.1582 | 0 | 0 | 173.1582 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392595 | 431570 | -255505 | -52043 | -66030 | -193322 |
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{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 3.02737 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 3.02737 } } }
# | 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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