Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361060.7903 | 285175.486 | 75885.3043 | -479746.0615 | -841084.7481 | 361338.6866 |
Total P&L (%) | 361.0608 | 285.1755 | 75.8853 | -479.7461 | -841.0847 | 361.3387 |
Avg Daily Profit (%) | 0.1891 | 0.1494 | 0.0398 | 0 | 0 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215272 | -71274 | -209877 | -2072793 | -1135201 | -1328891 |
Profit Factor | 1.3753 | 1.7351 | 1.1322 | 0.9146 | 0.6892 | 1.1242 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 82 | 39 | 43 | 49 | 27 | 22 |
Losing Trades | 51 | 28 | 23 | 84 | 40 | 44 |
Profitability (%) | 61.6541 | 58.209 | 65.1515 | 36.8421 | 40.2985 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.8554 | 1.2457 | 0.6056 | 1.5678 | 1.021 | 2.2484 |
Largest Winning Trade | 80780 | 80780 | 53120 | 1104011 | 238908 | 1104011 |
Largest Losing Trade | -172295 | -58194 | -172295 | -380564 | -343980 | -380564 |
Avg Bars in Trades | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Winners | 41 | 39 | 43 | 74 | 84 | 61 |
Avg Bars in Losers | 78 | 85 | 71 | 45 | 41 | 48 |
Bars Traded | 7430 | 3921 | 3509 | 7430 | 3921 | 3509 |
Profit Streak | 8.5261 | 8.5261 | 144.7761 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338090 | -106393 | -337423 | -582764 | -699842 | -299735 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 2.96169 } }, "second_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 2.96169 } }, "second_band": { "type": "ssf", "factors": { "length": 230, "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) |
---|