Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230597.0888 | 1194733.4698 | 35863.6189 | 23036998.0964 | 28988283.8142 | -5951285.7179 |
Total P&L (%) | 1230.5971 | 1194.7335 | 35.8636 | 23036.9981 | 28988.2838 | -5951.2857 |
Avg Daily Profit (%) | 0.6605 | 0.6413 | 0.0193 | 0.2926 | 0.305 | 0 |
Buy And Hold Return (%) | 5666.135 | 5666.135 | 5666.135 | 5666.135 | 5666.135 | 5666.135 |
Max Trade Drawdown | -81568 | -73600 | -118032 | -6360679 | -6248114 | -8686025 |
Profit Factor | 2.2625 | 3.6325 | 1.0688 | 1.309 | 1.7925 | 0.8433 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Profitability (%) | 39.6226 | 40.1515 | 39.0977 | 39.6226 | 40.1515 | 39.0977 |
Ratio Avg Win / Avg Loss | 3.4475 | 5.4144 | 1.6649 | 1.9947 | 2.6718 | 1.3136 |
Largest Winning Trade | 363327 | 363327 | 69334 | 7420868 | 7420868 | 6870571 |
Largest Losing Trade | -31575 | -20341 | -31575 | -3650203 | -3537947 | -3650203 |
Avg Bars in Trades | 82 | 85 | 79 | 82 | 85 | 79 |
Avg Bars in Winners | 134 | 142 | 127 | 134 | 142 | 127 |
Avg Bars in Losers | 48 | 47 | 48 | 48 | 47 | 48 |
Bars Traded | 21877 | 11300 | 10577 | 21877 | 11300 | 10577 |
Profit Streak | 0 | 47.7554 | 0 | 0 | 47.7554 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152146 | -149792 | -481044 | 189590 | 304640 | -583552 |
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{ "first_band": { "type": "dcm", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 2.73659 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 2.73659 } } }
# | 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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