Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485269.8238 | 409348.6662 | 75921.1575 | 11266.8369 | -19973.3326 | 31240.1696 |
Total P&L (%) | 485.2698 | 409.3487 | 75.9212 | 11.2668 | -19.9733 | 31.2402 |
Avg Daily Profit (%) | 0.3296 | 0.278 | 0.0516 | 0.0073 | -0.0151 | 0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124261 | -127171 | -61120 | -309828 | -285819 | -196627 |
Profit Factor | 1.466 | 1.6567 | 1.1816 | 1.0053 | 0.9844 | 1.0362 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 42.7027 | 38.7097 | 46.7391 | 42.7027 | 38.7097 | 46.7391 |
Ratio Avg Win / Avg Loss | 1.967 | 2.6231 | 1.3464 | 1.3488 | 1.5586 | 1.1808 |
Largest Winning Trade | 262336 | 262336 | 50160 | 234162 | 234162 | 96188 |
Largest Losing Trade | -29956 | -29956 | -24578 | -105339 | -105339 | -77556 |
Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Winners | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Losers | 37 | 38 | 35 | 37 | 38 | 35 |
Bars Traded | 8555 | 4201 | 4354 | 8555 | 4201 | 4354 |
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 | 326463 | 242241 | -146439 | -526107 | -582696 | -353429 |
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 170, "offset": 0, "multiplier": 2.8482 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 170, "offset": 0, "multiplier": 2.8482 } } }
# | 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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