Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403404.0497 | 296352.9993 | 107051.0503 | 305222.6407 | -608312.4156 | 913535.0564 |
Total P&L (%) | 403.4041 | 296.353 | 107.0511 | 305.2226 | -608.3124 | 913.5351 |
Avg Daily Profit (%) | 0.2121 | 0.1558 | 0.0563 | 0.0736 | 0 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148454 | -99144 | -88686 | -4213360 | -3020225 | -2048868 |
Profit Factor | 1.7902 | 2.1705 | 1.416 | 1.0354 | 0.8612 | 1.2151 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.7778 | 50 | 55.5556 | 52.7778 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6018 | 2.1705 | 1.1328 | 0.9264 | 0.8612 | 0.9721 |
Largest Winning Trade | 117130 | 117130 | 57648 | 1423933 | 1075612 | 1423933 |
Largest Losing Trade | -59109 | -30986 | -59109 | -1182342 | -1182342 | -1095814 |
Avg Bars in Trades | 98 | 70 | 125 | 98 | 70 | 125 |
Avg Bars in Winners | 138 | 94 | 178 | 138 | 94 | 178 |
Avg Bars in Losers | 52 | 46 | 59 | 52 | 46 | 59 |
Bars Traded | 7058 | 2531 | 4527 | 7058 | 2531 | 4527 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72019 | 409339 | -116251 | -361108 | -580780 | -31317 |
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{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.0847 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.0847 } } }
# | 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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