Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2902603.7578 | 2808107.7734 | 94495.9844 | 63249107.7133 | 58841911.5759 | 4407196.1374 |
Total P&L (%) | 2902.6038 | 2808.1078 | 94.496 | 63249.1077 | 58841.9116 | 4407.1961 |
Avg Daily Profit (%) | 1.2781 | 1.2365 | 0.0416 | 0.2845 | 0.2813 | 0.1678 |
Buy And Hold Return (%) | 8488.6372 | 8488.6372 | 8488.6372 | 8488.6372 | 8488.6372 | 8488.6372 |
Max Trade Drawdown | -73746 | -77742 | -47761 | -27211836 | -18516415 | -20895201 |
Profit Factor | 7.7336 | 11.5605 | 1.5722 | 1.7132 | 2.1155 | 1.1226 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 45.1923 | 44.2308 | 46.1538 | 45.1923 | 44.2308 | 46.1538 |
Ratio Avg Win / Avg Loss | 9.379 | 14.5763 | 1.8342 | 2.0777 | 2.6673 | 1.3098 |
Largest Winning Trade | 1908075 | 1908075 | 51379 | 41370277 | 41370277 | 15699492 |
Largest Losing Trade | -24500 | -24500 | -18357 | -13404928 | -13404928 | -10167952 |
Avg Bars in Trades | 128 | 130 | 127 | 128 | 130 | 127 |
Avg Bars in Winners | 182 | 195 | 170 | 182 | 195 | 170 |
Avg Bars in Losers | 84 | 78 | 89 | 84 | 78 | 89 |
Bars Traded | 13367 | 6763 | 6604 | 13367 | 6763 | 6604 |
Profit Streak | 0 | 232.5702 | 0 | 0 | 232.5702 | 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 | -145261 | -324648 | -481796 | 374886 | -168233 | -425184 |
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{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 144, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 3.25292 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 144, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 3.25292 } } }
# | 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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