Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163634.89 | 47315.1272 | 116319.7628 | -6983.7765 | -25704.9072 | 18721.1308 |
Total P&L (%) | 163.6349 | 47.3151 | 116.3198 | -6.9838 | -25.7049 | 18.7211 |
Avg Daily Profit (%) | 0.1584 | 0.0458 | 0.1126 | -0.007 | -0.0288 | 0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167985 | -155430 | -70888 | -317863 | -235244 | -222819 |
Profit Factor | 1.3045 | 1.1566 | 1.4944 | 0.9921 | 0.9438 | 1.0443 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 55.9524 | 50 | 61.9048 | 55.9524 | 50 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.0269 | 1.1566 | 0.9197 | 0.781 | 0.9438 | 0.6427 |
Largest Winning Trade | 91739 | 91739 | 34891 | 80365 | 80365 | 44952 |
Largest Losing Trade | -55837 | -45444 | -55837 | -81418 | -68944 | -81418 |
Avg Bars in Trades | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Winners | 30 | 23 | 35 | 30 | 23 | 35 |
Avg Bars in Losers | 65 | 78 | 48 | 65 | 78 | 48 |
Bars Traded | 3854 | 2150 | 1704 | 3854 | 2150 | 1704 |
Profit Streak | 24.7095 | 24.9595 | 24.7095 | 24.7095 | 24.9595 | 24.7095 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338367 | -181007 | -40968 | -578755 | -580191 | -349683 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 3.17167 } }, "second_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 3.17167 } }, "second_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } } }
# | 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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