Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558149.7555 | 322214.2214 | 235935.5341 | 970229.7241 | -52238.012 | 1022467.736 |
Total P&L (%) | 558.1498 | 322.2142 | 235.9355 | 970.2297 | -52.238 | 1022.4677 |
Avg Daily Profit (%) | 0.3086 | 0.1781 | 0.1304 | 0.1311 | -0.0408 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81048 | -113832 | -62759 | -982391 | -786105 | -658892 |
Profit Factor | 1.6778 | 1.7227 | 1.6248 | 1.137 | 0.9864 | 1.3159 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 48.6486 | 41.9355 | 55.4348 | 48.6486 | 41.9355 | 55.4348 |
Ratio Avg Win / Avg Loss | 1.771 | 2.3853 | 1.3062 | 1.2002 | 1.3658 | 1.0578 |
Largest Winning Trade | 282111 | 282111 | 58758 | 472395 | 472395 | 288951 |
Largest Losing Trade | -37890 | -23676 | -37890 | -360063 | -360063 | -285808 |
Avg Bars in Trades | 57 | 47 | 66 | 57 | 47 | 66 |
Avg Bars in Winners | 72 | 62 | 80 | 72 | 62 | 80 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 10570 | 4460 | 6110 | 10570 | 4460 | 6110 |
Profit Streak | 0 | 0 | 15.8762 | 0 | 0 | 15.8762 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453145 | 261263 | -15953 | -86884 | -582553 | -12869 |
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 147, "offset": 0, "multiplier": 3.20917 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 147, "offset": 0, "multiplier": 3.20917 } } }
# | 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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