Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581287.1372 | 498561.9233 | 82725.2139 | 861343.5372 | 1490412.1924 | -629068.6553 |
Total P&L (%) | 581.2871 | 498.5619 | 82.7252 | 861.3435 | 1490.4122 | -629.0687 |
Avg Daily Profit (%) | 0.279 | 0.2393 | 0.0397 | 0.1087 | 0.1329 | 0 |
Buy And Hold Return (%) | 64.6211 | 64.6211 | 64.6211 | 64.6211 | 64.6211 | 64.6211 |
Max Trade Drawdown | -155000 | -87863 | -97929 | -5255638 | -2633305 | -3516802 |
Profit Factor | 1.5077 | 1.8565 | 1.147 | 1.0411 | 1.1362 | 0.9371 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 158 | 77 | 81 | 158 | 77 | 81 |
Losing Trades | 223 | 113 | 110 | 223 | 113 | 110 |
Profitability (%) | 41.4698 | 40.5263 | 42.4084 | 41.4698 | 40.5263 | 42.4084 |
Ratio Avg Win / Avg Loss | 2.128 | 2.7245 | 1.5576 | 1.4694 | 1.6674 | 1.2726 |
Largest Winning Trade | 200912 | 200912 | 41367 | 3388301 | 3388301 | 875405 |
Largest Losing Trade | -20155 | -20155 | -17156 | -991282 | -991282 | -912995 |
Avg Bars in Trades | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Winners | 87 | 79 | 94 | 87 | 79 | 94 |
Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
Bars Traded | 24699 | 11377 | 13322 | 24699 | 11377 | 13322 |
Profit Streak | 20.2554 | 0 | 24.3387 | 20.2554 | 0 | 24.3387 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374636 | 296479 | -278175 | -223533 | -88091 | -581074 |
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{ "first_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 76, "offset": 0, "multiplier": 2.70082 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 76, "offset": 0, "multiplier": 2.70082 } } }
# | 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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