Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360514.579 | 209781.3822 | 150733.1968 | 343461.2053 | 151255.1158 | 192206.0895 |
Total P&L (%) | 360.5146 | 209.7814 | 150.7332 | 343.4612 | 151.2551 | 192.2061 |
Avg Daily Profit (%) | 0.1838 | 0.107 | 0.0769 | 0.076 | 0.047 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142422 | -101091 | -92608 | -251042 | -226454 | -137343 |
Profit Factor | 1.3136 | 1.33 | 1.2933 | 1.1318 | 1.1052 | 1.1645 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 191 | 94 | 97 | 191 | 94 | 97 |
Losing Trades | 216 | 110 | 106 | 216 | 110 | 106 |
Profitability (%) | 46.9287 | 46.0784 | 47.7833 | 46.9287 | 46.0784 | 47.7833 |
Ratio Avg Win / Avg Loss | 1.4855 | 1.5564 | 1.4132 | 1.2799 | 1.2933 | 1.2725 |
Largest Winning Trade | 123583 | 123583 | 34662 | 229685 | 229685 | 100906 |
Largest Losing Trade | -25290 | -21017 | -25290 | -84879 | -84879 | -55503 |
Avg Bars in Trades | 57 | 56 | 57 | 57 | 56 | 57 |
Avg Bars in Winners | 76 | 71 | 80 | 76 | 71 | 80 |
Avg Bars in Losers | 40 | 43 | 36 | 40 | 43 | 36 |
Bars Traded | 23208 | 11544 | 11664 | 23208 | 11544 | 11664 |
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 | 308980 | -49804 | -90631 | -166163 | -236021 | -159813 |
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 3.10992 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 3.10992 } } }
# | 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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