Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274308.2941 | 390916.5498 | -116608.2557 | -81882.6645 | 175205.6264 | -257088.291 |
Total P&L (%) | 274.3083 | 390.9166 | -116.6083 | -81.8827 | 175.2056 | -257.0883 |
Avg Daily Profit (%) | 0.1475 | 0.2102 | -0.0627 | -0.0918 | 0.0544 | 0 |
Buy And Hold Return (%) | 59.7401 | 59.7401 | 59.7401 | 59.7401 | 59.7401 | 59.7401 |
Max Trade Drawdown | -275105 | -128284 | -282174 | -353302 | -77812 | -332448 |
Profit Factor | 1.0952 | 1.2787 | 0.9212 | 0.9326 | 1.3268 | 0.6211 |
Total Trades | 915 | 458 | 457 | 915 | 458 | 457 |
Winning Trades | 403 | 204 | 199 | 403 | 204 | 199 |
Losing Trades | 512 | 254 | 258 | 512 | 254 | 258 |
Profitability (%) | 44.0437 | 44.5415 | 43.5449 | 44.0437 | 44.5415 | 43.5449 |
Ratio Avg Win / Avg Loss | 1.3914 | 1.5921 | 1.1943 | 1.1848 | 1.6521 | 0.8053 |
Largest Winning Trade | 80620 | 80620 | 50927 | 96345 | 96345 | 34965 |
Largest Losing Trade | -32155 | -22205 | -32155 | -61487 | -44498 | -61487 |
Avg Bars in Trades | 24 | 24 | 23 | 24 | 24 | 23 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 22238 | 11325 | 10913 | 22238 | 11325 | 10913 |
Profit Streak | 0 | 0 | 7.4226 | 0 | 0 | 7.4226 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110565 | 304612 | -578367 | -575954 | -122035 | -580034 |
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 1.94191 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 1.94191 } } }
# | 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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