Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1079483.9323 | 1064448.2678 | 15035.6645 | 1186505.4658 | 1485893.5044 | -299388.0386 |
Total P&L (%) | 1079.4839 | 1064.4483 | 15.0357 | 1186.5055 | 1485.8935 | -299.388 |
Avg Daily Profit (%) | 0.5956 | 0.5873 | 0.0083 | 0.1411 | 0.1526 | 0 |
Buy And Hold Return (%) | 490.4191 | 490.4191 | 490.4191 | 490.4191 | 490.4191 | 490.4191 |
Max Trade Drawdown | -161215 | -116042 | -102232 | -928178 | -851532 | -587030 |
Profit Factor | 2.5199 | 4.2156 | 1.0397 | 1.236 | 1.6012 | 0.8829 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 44.4444 | 48.9796 | 40 | 44.4444 | 48.9796 | 40 |
Ratio Avg Win / Avg Loss | 3.1499 | 4.3913 | 1.5595 | 1.545 | 1.6679 | 1.3244 |
Largest Winning Trade | 678879 | 678879 | 73940 | 744687 | 744687 | 374200 |
Largest Losing Trade | -65396 | -26247 | -65396 | -340691 | -302896 | -340691 |
Avg Bars in Trades | 52 | 49 | 56 | 52 | 49 | 56 |
Avg Bars in Winners | 73 | 63 | 84 | 73 | 63 | 84 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 5231 | 2402 | 2829 | 5231 | 2402 | 2829 |
Profit Streak | 0 | 87.1724 | 0 | 0 | 87.1724 | 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 | 316008 | 470647 | -707268 | -9507 | 282112 | -763055 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 4.00993 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 4.00993 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
# | 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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