Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134507.1727 | 1069605.9178 | 64901.2549 | 3602271.4815 | 6271744.1263 | -2669472.6449 |
Total P&L (%) | 1134.5072 | 1069.6059 | 64.9013 | 3602.2715 | 6271.7441 | -2669.4726 |
Avg Daily Profit (%) | 0.6235 | 0.5879 | 0.0357 | 0.1987 | 0.2286 | 0 |
Buy And Hold Return (%) | 765.3226 | 765.3226 | 765.3226 | 765.3226 | 765.3226 | 765.3226 |
Max Trade Drawdown | -106454 | -71588 | -102063 | -13022977 | -9425627 | -15380133 |
Profit Factor | 2.8311 | 4.0477 | 1.2416 | 1.0705 | 1.2237 | 0.8843 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 51.1628 | 53.4884 | 48.8372 | 51.1628 | 53.4884 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.7024 | 3.5197 | 1.3007 | 1.0218 | 1.0641 | 0.9264 |
Largest Winning Trade | 652347 | 652347 | 35563 | 9641009 | 9641009 | 2981416 |
Largest Losing Trade | -46245 | -43290 | -46245 | -7533870 | -5264765 | -7533870 |
Avg Bars in Trades | 40 | 61 | 19 | 40 | 61 | 19 |
Avg Bars in Winners | 48 | 69 | 25 | 48 | 69 | 25 |
Avg Bars in Losers | 31 | 51 | 12 | 31 | 51 | 12 |
Bars Traded | 3474 | 2648 | 825 | 3474 | 2648 | 825 |
Profit Streak | 0 | 45.1167 | 0 | 0 | 45.1167 | 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 | 62692 | -22575 | -311420 | -136175 | 322513 | -580901 |
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{ "first_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 4.38869 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 4.38869 } } }
# | 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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