Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1663760.4931 | 1576611.636 | 87148.8571 | 61044369.267 | 51173568.3097 | 9870800.9573 |
Total P&L (%) | 1663.7605 | 1576.6116 | 87.1489 | 61044.3693 | 51173.5683 | 9870.801 |
Avg Daily Profit (%) | 0.7322 | 0.6938 | 0.0384 | 0.2827 | 0.275 | 0.2027 |
Buy And Hold Return (%) | 9224.3766 | 9224.3766 | 9224.3766 | 9224.3766 | 9224.3766 | 9224.3766 |
Max Trade Drawdown | -122441 | -78894 | -91690 | -28305186 | -23485623 | -20899678 |
Profit Factor | 3.7083 | 5.6227 | 1.3189 | 1.4572 | 1.6416 | 1.1836 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Profitability (%) | 47.1831 | 50.7042 | 43.662 | 47.1831 | 50.7042 | 43.662 |
Ratio Avg Win / Avg Loss | 4.1511 | 5.4665 | 1.7018 | 1.6312 | 1.596 | 1.5272 |
Largest Winning Trade | 654034 | 654034 | 40484 | 24797465 | 24797465 | 9331806 |
Largest Losing Trade | -33969 | -33969 | -19797 | -9326062 | -9326062 | -5363611 |
Avg Bars in Trades | 46 | 52 | 39 | 46 | 52 | 39 |
Avg Bars in Winners | 61 | 66 | 54 | 61 | 66 | 54 |
Avg Bars in Losers | 32 | 37 | 28 | 32 | 37 | 28 |
Bars Traded | 6541 | 3711 | 2830 | 6541 | 3711 | 2830 |
Profit Streak | 0 | 111.7459 | 0 | 0 | 111.7459 | 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 | -147063 | -230781 | -395560 | 357335 | -74694 | -242794 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 2.93455 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 2.93455 } } }
# | 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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