Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596430.1109 | 649490.6076 | -53060.4967 | -79012.6985 | 462725.1167 | -541737.8152 |
Total P&L (%) | 596.4301 | 649.4906 | -53.0605 | -79.0127 | 462.7251 | -541.7378 |
Avg Daily Profit (%) | 0.2536 | 0.2761 | -0.0226 | -0.0664 | 0.0735 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264893 | -220444 | -172483 | -1259123 | -575880 | -748627 |
Profit Factor | 1.6934 | 2.5106 | 0.8767 | 0.9609 | 1.517 | 0.5185 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 40.404 | 36.7347 | 44 | 40.404 | 36.7347 | 44 |
Ratio Avg Win / Avg Loss | 2.4978 | 4.3238 | 1.1157 | 1.4173 | 2.6126 | 0.6599 |
Largest Winning Trade | 713595 | 713595 | 48394 | 508532 | 508532 | 266703 |
Largest Losing Trade | -64211 | -37899 | -64211 | -597232 | -299009 | -597232 |
Avg Bars in Trades | 44 | 50 | 39 | 44 | 50 | 39 |
Avg Bars in Winners | 63 | 66 | 61 | 63 | 66 | 61 |
Avg Bars in Losers | 31 | 41 | 21 | 31 | 41 | 21 |
Bars Traded | 4434 | 2480 | 1954 | 4434 | 2480 | 1954 |
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 | 296502 | 302819 | -761500 | -582579 | -97374 | -763166 |
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 76, "offset": 0, "multiplier": 3.65203 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 76, "offset": 0, "multiplier": 3.65203 } } }
# | 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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