Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484727.3269 | 370762.0212 | 113965.3057 | 29737.9844 | -265477.0848 | 295215.0692 |
Total P&L (%) | 484.7273 | 370.762 | 113.9653 | 29.738 | -265.4771 | 295.2151 |
Avg Daily Profit (%) | 0.3275 | 0.2505 | 0.077 | 0.0176 | 0 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178301 | -165129 | -49029 | -1426060 | -1155198 | -372924 |
Profit Factor | 1.8413 | 1.9357 | 1.6335 | 1.0122 | 0.8486 | 1.4375 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 50 | 48.8372 | 51.1628 | 50 | 48.8372 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.8413 | 2.0279 | 1.5592 | 1.0122 | 0.889 | 1.3722 |
Largest Winning Trade | 349044 | 349044 | 48790 | 510189 | 510189 | 325340 |
Largest Losing Trade | -78887 | -78887 | -23543 | -906132 | -906132 | -353710 |
Avg Bars in Trades | 49 | 75 | 23 | 49 | 75 | 23 |
Avg Bars in Winners | 50 | 67 | 34 | 50 | 67 | 34 |
Avg Bars in Losers | 48 | 82 | 11 | 48 | 82 | 11 |
Bars Traded | 4233 | 3236 | 997 | 4233 | 3236 | 997 |
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 | 447650 | 407796 | -86562 | -379311 | -581179 | -67537 |
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{ "first_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 3.28618 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 3.28618 } } }
# | 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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