Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842419.0038 | 660915.5428 | 181503.461 | 2927810.2533 | 590849.6909 | 2336960.5624 |
Total P&L (%) | 842.419 | 660.9155 | 181.5035 | 2927.8103 | 590.8497 | 2336.9606 |
Avg Daily Profit (%) | 0.433 | 0.3397 | 0.0933 | 0.1755 | 0.0994 | 0.1643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96897 | -114757 | -91474 | -726757 | -1087478 | -606058 |
Profit Factor | 2.1029 | 2.5559 | 1.5354 | 1.5858 | 1.19 | 2.2377 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 48.0447 | 46.6667 | 49.4382 | 48.0447 | 46.6667 | 49.4382 |
Ratio Avg Win / Avg Loss | 2.2741 | 2.921 | 1.5703 | 1.7149 | 1.36 | 2.2885 |
Largest Winning Trade | 409468 | 409468 | 43677 | 1031903 | 1031903 | 596088 |
Largest Losing Trade | -36247 | -36247 | -25836 | -394673 | -394673 | -229455 |
Avg Bars in Trades | 64 | 58 | 70 | 64 | 58 | 70 |
Avg Bars in Winners | 93 | 82 | 103 | 93 | 82 | 103 |
Avg Bars in Losers | 37 | 36 | 37 | 37 | 36 | 37 |
Bars Traded | 11475 | 5231 | 6244 | 11475 | 5231 | 6244 |
Profit Streak | 0 | 0 | 54.0289 | 0 | 0 | 54.0289 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511397 | 449823 | -64835 | 394087 | -72971 | 465339 |
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.56064 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.56064 } } }
# | 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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