Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457640.9642 | 364351.7309 | 93289.2333 | 572763.2768 | 312852.8889 | 259910.3878 |
Total P&L (%) | 457.641 | 364.3517 | 93.2892 | 572.7633 | 312.8529 | 259.9104 |
Avg Daily Profit (%) | 0.1825 | 0.1453 | 0.0372 | 0.0761 | 0.0566 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128347 | -132345 | -81178 | -564682 | -488091 | -248719 |
Profit Factor | 1.3646 | 1.6092 | 1.142 | 1.14 | 1.1518 | 1.1279 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Profitability (%) | 44.713 | 44.2424 | 45.1807 | 44.713 | 44.2424 | 45.1807 |
Ratio Avg Win / Avg Loss | 1.6874 | 2.028 | 1.3856 | 1.4095 | 1.4516 | 1.3686 |
Largest Winning Trade | 86462 | 86462 | 45004 | 299979 | 299979 | 176339 |
Largest Losing Trade | -26345 | -20932 | -26345 | -173492 | -128488 | -173492 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 64 | 63 | 64 | 64 | 63 | 64 |
Avg Bars in Losers | 28 | 33 | 24 | 28 | 33 | 24 |
Bars Traded | 14802 | 7716 | 7086 | 14802 | 7716 | 7086 |
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 | 314508 | 73782 | -209076 | -157894 | -172868 | -206049 |
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.61049 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.61049 } } }
# | 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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