Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446494.4508 | 432520.4986 | 13973.9522 | 12944.7359 | 111191.6989 | -98246.963 |
Total P&L (%) | 446.4945 | 432.5205 | 13.974 | 12.9447 | 111.1917 | -98.247 |
Avg Daily Profit (%) | 0.2144 | 0.2077 | 0.0067 | 0.0058 | 0.0359 | -0.194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147572 | -152021 | -177770 | -345570 | -377089 | -339356 |
Profit Factor | 1.2114 | 1.4042 | 1.0134 | 1.0034 | 1.0572 | 0.9458 |
Total Trades | 653 | 327 | 326 | 653 | 327 | 326 |
Winning Trades | 273 | 130 | 143 | 273 | 130 | 143 |
Losing Trades | 380 | 197 | 183 | 380 | 197 | 183 |
Profitability (%) | 41.807 | 39.7554 | 43.865 | 41.807 | 39.7554 | 43.865 |
Ratio Avg Win / Avg Loss | 1.6862 | 2.128 | 1.2969 | 1.3967 | 1.602 | 1.2103 |
Largest Winning Trade | 209946 | 209946 | 34306 | 160530 | 160530 | 58596 |
Largest Losing Trade | -34178 | -27507 | -34178 | -99775 | -58740 | -99775 |
Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Winners | 55 | 54 | 57 | 55 | 54 | 57 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 24893 | 12255 | 12637 | 24893 | 12255 | 12637 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310427 | 240807 | -433015 | -475688 | -304286 | -580348 |
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{ "first_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 3.13101 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 3.13101 } } }
# | 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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