Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505861.1128 | 449047.7264 | 56813.3865 | 307405.3565 | 334009.3251 | -26603.9686 |
Total P&L (%) | 505.8611 | 449.0477 | 56.8134 | 307.4054 | 334.0093 | -26.604 |
Avg Daily Profit (%) | 0.2154 | 0.1912 | 0.0242 | 0.0598 | 0.0625 | -0.0132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100244 | -59265 | -98857 | -477012 | -249336 | -243445 |
Profit Factor | 1.7765 | 2.3913 | 1.1728 | 1.1975 | 1.4414 | 0.9667 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 45.6522 | 45.6522 | 45.6522 | 45.6522 | 45.6522 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.1149 | 2.8468 | 1.3962 | 1.4256 | 1.7159 | 1.1509 |
Largest Winning Trade | 254682 | 254682 | 67219 | 210463 | 210463 | 186739 |
Largest Losing Trade | -51947 | -51947 | -32747 | -209596 | -209596 | -160720 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 71 | 65 | 76 | 71 | 65 | 76 |
Avg Bars in Losers | 30 | 36 | 24 | 30 | 36 | 24 |
Bars Traded | 4532 | 2300 | 2232 | 4532 | 2300 | 2232 |
Profit Streak | 0 | 0 | 75.9726 | 0 | 0 | 75.9726 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363356 | 377435 | -192877 | -117749 | -108983 | -580170 |
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 3.0455 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 3.0455 } } }
# | 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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