Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1515500.5267 | 1564558.0516 | -49057.5249 | 170040.4049 | 1288688.361 | -1118647.9562 |
Total P&L (%) | 1515.5005 | 1564.5581 | -49.0575 | 170.0404 | 1288.6884 | -1118.648 |
Avg Daily Profit (%) | 0.835 | 0.862 | -0.027 | 0.0547 | 0.1451 | 0 |
Buy And Hold Return (%) | 628.6483 | 628.6483 | 628.6483 | 628.6483 | 628.6483 | 628.6483 |
Max Trade Drawdown | -178325 | -100171 | -141165 | -1731750 | -811630 | -1366710 |
Profit Factor | 3.1688 | 5.9051 | 0.8708 | 1.0435 | 1.6885 | 0.4513 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 42.1687 | 46.3415 | 38.0952 | 42.1687 | 46.3415 | 38.0952 |
Ratio Avg Win / Avg Loss | 4.3458 | 6.8375 | 1.4151 | 1.4311 | 1.9551 | 0.7334 |
Largest Winning Trade | 1081234 | 1081234 | 78854 | 1317684 | 1317684 | 212223 |
Largest Losing Trade | -78822 | -45126 | -78822 | -713628 | -713628 | -683993 |
Avg Bars in Trades | 63 | 63 | 63 | 63 | 63 | 63 |
Avg Bars in Winners | 103 | 92 | 115 | 103 | 92 | 115 |
Avg Bars in Losers | 34 | 38 | 31 | 34 | 38 | 31 |
Bars Traded | 5276 | 2619 | 2657 | 5276 | 2619 | 2657 |
Profit Streak | 0 | 16.7972 | 0 | 0 | 16.7972 | 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 | 388019 | 620394 | -583697 | -462605 | -3146 | -585364 |
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 2.52462 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1515500.5267060148, 1564558.0516421201, -49057.5249361052, 170040.4048504314, 1288688.3610236838, -1118647.956173252 ], [ 1515.500527, 1564.558052, -49.057525, 170.040405, 1288.688361, -1118.647956 ], [ 0.834987, 0.862015, -0.027029, 0.054748, 0.145061, 0 ], [ 628.648319, 628.648319, 628.648319, 628.648319, 628.648319, 628.648319 ], [ -178325, -100171, -141165, -1731750, -811630, -1366710 ], [ 3.168793, 5.905137, 0.870838, 1.043483, 1.68849, 0.451297 ], [ 83, 41, 42, 83, 41, 42 ], [ 35, 19, 16, 35, 19, 16 ], [ 48, 22, 26, 48, 22, 26 ], [ 42.168675, 46.341463, 38.095238, 42.168675, 46.341463, 38.095238 ], [ 4.345773, 6.837528, 1.415111, 1.431063, 1.955094, 0.733358 ], [ 1081234, 1081234, 78854, 1317684, 1317684, 212223 ], [ -78822, -45126, -78822, -713628, -713628, -683993 ], [ 63, 63, 63, 63, 63, 63 ], [ 103, 92, 115, 103, 92, 115 ], [ 34, 38, 31, 34, 38, 31 ], [ 5276, 2619, 2657, 5276, 2619, 2657 ], [ 0, 16.797235, 0, 0, 16.797235, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388019, 620394, -583697, -462605, -3146, -585364 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 2.52462 } } }
# | 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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