Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855242.5069 | 737246.1093 | 117996.3976 | 16525903.7265 | 17782769.2698 | -1256865.5434 |
Total P&L (%) | 855.2425 | 737.2461 | 117.9964 | 16525.9037 | 17782.7693 | -1256.8655 |
Avg Daily Profit (%) | 0.4106 | 0.354 | 0.0567 | 0.2458 | 0.2493 | 0 |
Buy And Hold Return (%) | 1187.2789 | 1187.2789 | 1187.2789 | 1187.2789 | 1187.2789 | 1187.2789 |
Max Trade Drawdown | -123663 | -61945 | -91996 | -14337456 | -7949932 | -10546965 |
Profit Factor | 1.6888 | 2.1527 | 1.196 | 1.1919 | 1.3992 | 0.9697 |
Total Trades | 501 | 250 | 251 | 501 | 250 | 251 |
Winning Trades | 225 | 111 | 114 | 225 | 111 | 114 |
Losing Trades | 276 | 139 | 137 | 276 | 139 | 137 |
Profitability (%) | 44.9102 | 44.4 | 45.4183 | 44.9102 | 44.4 | 45.4183 |
Ratio Avg Win / Avg Loss | 2.0716 | 2.6957 | 1.4373 | 1.4621 | 1.7521 | 1.1654 |
Largest Winning Trade | 179496 | 179496 | 50714 | 7130445 | 7130445 | 3601425 |
Largest Losing Trade | -25271 | -22458 | -25271 | -3230025 | -2565242 | -3230025 |
Avg Bars in Trades | 49 | 53 | 44 | 49 | 53 | 44 |
Avg Bars in Winners | 65 | 69 | 62 | 65 | 69 | 62 |
Avg Bars in Losers | 35 | 41 | 29 | 35 | 41 | 29 |
Bars Traded | 24608 | 13492 | 11116 | 24608 | 13492 | 11116 |
Profit Streak | 0 | 10.8504 | 0 | 0 | 10.8504 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152101 | -153110 | -289023 | -316 | 341257 | -580135 |
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{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 3.31386 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 3.31386 } } }
# | 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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