Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367711.9394 | 243493.9844 | 124217.955 | -262388.5211 | -286254.6549 | 23866.1337 |
Total P&L (%) | 367.7119 | 243.494 | 124.218 | -262.3885 | -286.2547 | 23.8661 |
Avg Daily Profit (%) | 0.1932 | 0.1279 | 0.0653 | 0 | 0 | 0.0112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176985 | -65299 | -181800 | -853275 | -480927 | -625985 |
Profit Factor | 1.3493 | 1.5743 | 1.1976 | 0.9058 | 0.763 | 1.0151 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 108 | 56 | 52 | 62 | 30 | 32 |
Losing Trades | 62 | 29 | 33 | 108 | 55 | 53 |
Profitability (%) | 63.5294 | 65.8824 | 61.1765 | 36.4706 | 35.2941 | 37.6471 |
Ratio Avg Win / Avg Loss | 0.7746 | 0.8152 | 0.76 | 1.5778 | 1.3989 | 1.6813 |
Largest Winning Trade | 66776 | 66776 | 36406 | 510964 | 121830 | 510964 |
Largest Losing Trade | -140951 | -42635 | -140951 | -159141 | -94591 | -159141 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 35 | 31 | 40 | 53 | 53 | 52 |
Avg Bars in Losers | 57 | 56 | 57 | 37 | 32 | 43 |
Bars Traded | 7408 | 3416 | 3991 | 7408 | 3416 | 3991 |
Profit Streak | 5.2752 | 0 | 14.5252 | 0 | 35.2752 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346938 | -20121 | -108604 | -582371 | -584614 | -390023 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 194, "offset": 0, "multiplier": 2.8513 } }, "second_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 194, "offset": 0, "multiplier": 2.8513 } }, "second_band": { "type": "ssf", "factors": { "length": 169, "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) |
---|