Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826660.6053 | 749281.5143 | 77379.0909 | 4148140.4363 | 11385084.2666 | -7236943.8303 |
Total P&L (%) | 826.6606 | 749.2815 | 77.3791 | 4148.1404 | 11385.0843 | -7236.9438 |
Avg Daily Profit (%) | 0.3307 | 0.2997 | 0.031 | 0.1501 | 0.1899 | 0 |
Buy And Hold Return (%) | 730.3435 | 730.3435 | 730.3435 | 730.3435 | 730.3435 | 730.3435 |
Max Trade Drawdown | -117168 | -65037 | -133064 | -14124512 | -3541068 | -12652778 |
Profit Factor | 1.9227 | 2.6769 | 1.1723 | 1.1128 | 1.8414 | 0.6885 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Profitability (%) | 49.5614 | 50 | 49.1228 | 49.5614 | 50 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.9567 | 2.6769 | 1.2142 | 1.1325 | 1.8414 | 0.713 |
Largest Winning Trade | 329366 | 329366 | 44039 | 10663371 | 10663371 | 2999587 |
Largest Losing Trade | -50338 | -36070 | -50338 | -9034936 | -1429214 | -9034936 |
Avg Bars in Trades | 42 | 50 | 34 | 42 | 50 | 34 |
Avg Bars in Winners | 50 | 58 | 42 | 50 | 58 | 42 |
Avg Bars in Losers | 34 | 41 | 26 | 34 | 41 | 26 |
Bars Traded | 9661 | 5720 | 3941 | 9661 | 5720 | 3941 |
Profit Streak | 27.4925 | 27.4925 | 29.2425 | 27.4925 | 27.4925 | 29.2425 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109908 | -143424 | -348361 | -87633 | 422480 | -580829 |
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{ "first_band": { "type": "dema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 74, "offset": 0, "multiplier": 3.49981 } } }
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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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