Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590817.8013 | 507371.2382 | 83446.5631 | 715863.7775 | 1889382.7531 | -1173518.9756 |
Total P&L (%) | 590.8178 | 507.3712 | 83.4466 | 715.8638 | 1889.3828 | -1173.519 |
Avg Daily Profit (%) | 0.3139 | 0.2696 | 0.0443 | 0.1116 | 0.159 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161616 | -93172 | -114924 | -3217716 | -1629923 | -2731228 |
Profit Factor | 1.3272 | 1.5651 | 1.0919 | 1.0337 | 1.1769 | 0.889 |
Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
Winning Trades | 252 | 124 | 128 | 252 | 124 | 128 |
Losing Trades | 396 | 200 | 196 | 396 | 200 | 196 |
Profitability (%) | 38.8889 | 38.2716 | 39.5062 | 38.8889 | 38.2716 | 39.5062 |
Ratio Avg Win / Avg Loss | 2.0856 | 2.5244 | 1.672 | 1.6243 | 1.8982 | 1.3613 |
Largest Winning Trade | 167132 | 167132 | 43788 | 1106417 | 1106417 | 667075 |
Largest Losing Trade | -27128 | -24951 | -27128 | -390432 | -390432 | -311416 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 22364 | 11039 | 11326 | 22364 | 11039 | 11326 |
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 | 339728 | 288909 | -254941 | -226903 | -20609 | -582053 |
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 1.37294 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 1.37294 } } }
# | 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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