Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475035.6862 | 1389376.9891 | 85658.6971 | -1154031.6096 | -82196.5238 | -1071835.0858 |
Total P&L (%) | 1475.0357 | 1389.377 | 85.6587 | -1154.0316 | -82.1965 | -1071.8351 |
Avg Daily Profit (%) | 0.8226 | 0.7748 | 0.0478 | 0 | -0.0962 | 0 |
Buy And Hold Return (%) | 298.6414 | 298.6414 | 298.6414 | 298.6414 | 298.6414 | 298.6414 |
Max Trade Drawdown | -125461 | -34697 | -178297 | -1774651 | -593573 | -1218470 |
Profit Factor | 4.8257 | 12.5165 | 1.3233 | 0.5738 | 0.9069 | 0.4127 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 13 | 15 | 29 | 16 | 13 |
Losing Trades | 32 | 17 | 15 | 31 | 14 | 17 |
Profitability (%) | 46.6667 | 43.3333 | 50 | 48.3333 | 53.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.5151 | 16.3678 | 1.3233 | 0.6134 | 0.7935 | 0.5396 |
Largest Winning Trade | 733565 | 733565 | 70255 | 387275 | 387275 | 171744 |
Largest Losing Trade | -106294 | -23050 | -106294 | -565541 | -208094 | -565541 |
Avg Bars in Trades | 168 | 81 | 255 | 168 | 81 | 255 |
Avg Bars in Winners | 298 | 141 | 434 | 53 | 36 | 73 |
Avg Bars in Losers | 54 | 35 | 75 | 275 | 132 | 394 |
Bars Traded | 10089 | 2439 | 7650 | 10089 | 2439 | 7650 |
Profit Streak | 0 | 0 | 71.1415 | 63.6415 | 140.3082 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155330 | 619074 | -294155 | -754366 | -579042 | -583418 |
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{ "first_band": { "type": "dcu", "factors": { "length": 124, "offset": 170 } }, "second_band": { "type": "supertrend", "factors": { "length": 181, "offset": 0, "multiplier": 3.01632 } } }
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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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