Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350462.762 | 301409.6255 | 49053.1365 | 741266.7236 | 1621694.7775 | -880428.0539 |
Total P&L (%) | 350.4628 | 301.4096 | 49.0531 | 741.2667 | 1621.6948 | -880.4281 |
Avg Daily Profit (%) | 0.3959 | 0.3405 | 0.0554 | 0.2409 | 0.322 | 0 |
Buy And Hold Return (%) | 165.0972 | 165.0972 | 165.0972 | 165.0972 | 165.0972 | 165.0972 |
Max Trade Drawdown | -103320 | -75533 | -76320 | -1784368 | -1068553 | -1296898 |
Profit Factor | 1.5017 | 1.8718 | 1.139 | 1.1187 | 1.5479 | 0.732 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Losing Trades | 129 | 60 | 69 | 129 | 60 | 69 |
Profitability (%) | 47.1311 | 50.8197 | 43.4426 | 47.1311 | 50.8197 | 43.4426 |
Ratio Avg Win / Avg Loss | 1.6845 | 1.8114 | 1.4829 | 1.2549 | 1.498 | 0.953 |
Largest Winning Trade | 93345 | 93345 | 30951 | 893914 | 893914 | 181526 |
Largest Losing Trade | -30438 | -22738 | -30438 | -743864 | -310414 | -743864 |
Avg Bars in Trades | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Winners | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 10462 | 5192 | 5270 | 10462 | 5192 | 5270 |
Profit Streak | 0 | 12.6079 | 0 | 0 | 12.6079 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 209284 | 173291 | -355084 | -83209 | 402099 | -583558 |
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{ "first_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 2.9693 } } }
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# | 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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