Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296249.497 | 46401.9884 | 249847.5086 | 598864.8395 | 225769.7552 | 373095.0843 |
Total P&L (%) | 296.2495 | 46.402 | 249.8475 | 598.8648 | 225.7698 | 373.0951 |
Avg Daily Profit (%) | 0.2854 | 0.0447 | 0.2407 | 0.1875 | 0.1138 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103353 | -29212 | -79720 | -113712 | -60856 | -99585 |
Profit Factor | 1.9009 | 1.278 | 2.5433 | 2.4997 | 2.1217 | 2.8839 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 59.2593 | 53.6585 | 65 | 59.2593 | 53.6585 | 65 |
Ratio Avg Win / Avg Loss | 1.3069 | 1.1037 | 1.3695 | 1.7185 | 1.8324 | 1.5529 |
Largest Winning Trade | 36038 | 28509 | 36038 | 109291 | 109291 | 87412 |
Largest Losing Trade | -58103 | -23849 | -58103 | -64670 | -29670 | -64670 |
Avg Bars in Trades | 46 | 19 | 75 | 46 | 19 | 75 |
Avg Bars in Winners | 49 | 21 | 73 | 49 | 21 | 73 |
Avg Bars in Losers | 42 | 16 | 78 | 42 | 16 | 78 |
Bars Traded | 3795 | 783 | 3012 | 3795 | 783 | 3012 |
Profit Streak | 59.814 | 113.564 | 59.814 | 59.814 | 113.564 | 59.814 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2358 | -132693 | 542628 | -512 | -34767 | 570461 |
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{ "first_band": { "type": "dcu", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 91, "offset": 0, "multiplier": 3.2063 } } }
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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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