Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444706.1211 | 421993.452 | 22712.6691 | 96409.1736 | 315131.0535 | -218721.88 |
Total P&L (%) | 444.7061 | 421.9935 | 22.7127 | 96.4092 | 315.1311 | -218.7219 |
Avg Daily Profit (%) | 0.2369 | 0.2248 | 0.0121 | 0.036 | 0.0759 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213388 | -163828 | -159480 | -4977588 | -3831274 | -2089013 |
Profit Factor | 1.3084 | 1.6099 | 1.0303 | 1.0053 | 1.0342 | 0.9752 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 55.1237 | 52.8169 | 57.4468 | 55.1237 | 52.8169 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.0652 | 1.4381 | 0.7632 | 0.8185 | 0.9238 | 0.7224 |
Largest Winning Trade | 90692 | 90692 | 24717 | 994989 | 994989 | 485006 |
Largest Losing Trade | -53378 | -43788 | -53378 | -2074290 | -1138776 | -2074290 |
Avg Bars in Trades | 25 | 30 | 20 | 25 | 30 | 20 |
Avg Bars in Winners | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Losers | 31 | 39 | 23 | 31 | 39 | 23 |
Bars Traded | 7235 | 4280 | 2955 | 7235 | 4280 | 2955 |
Profit Streak | 22.3233 | 22.3233 | 64.0733 | 22.3233 | 22.3233 | 64.0733 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432115 | 395989 | -368191 | -357229 | -275050 | -578328 |
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{ "first_band": { "type": "dema", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 2.85972 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 2.85972 } } }
# | 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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