Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1673608.7309 | 1640076.915 | 33531.816 | 20762980.7086 | 30171766.6414 | -9408785.9328 |
Total P&L (%) | 1673.6087 | 1640.0769 | 33.5318 | 20762.9807 | 30171.7666 | -9408.7859 |
Avg Daily Profit (%) | 0.9001 | 0.8821 | 0.018 | 0.2876 | 0.3077 | 0 |
Buy And Hold Return (%) | 6258.5442 | 6258.5442 | 6258.5442 | 6258.5442 | 6258.5442 | 6258.5442 |
Max Trade Drawdown | -84262 | -56880 | -63095 | -15177863 | -7748038 | -11184277 |
Profit Factor | 3.4508 | 5.6691 | 1.1011 | 1.3814 | 2.3036 | 0.6993 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 42.4419 | 44.186 | 40.6977 | 42.4419 | 44.186 | 40.6977 |
Ratio Avg Win / Avg Loss | 4.6799 | 7.161 | 1.6045 | 1.8734 | 2.9098 | 1.0191 |
Largest Winning Trade | 718206 | 718206 | 67595 | 18101103 | 18101103 | 5468503 |
Largest Losing Trade | -49876 | -49876 | -44654 | -2926203 | -2655130 | -2926203 |
Avg Bars in Trades | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Winners | 46 | 51 | 39 | 46 | 51 | 39 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 5405 | 2800 | 2605 | 5405 | 2800 | 2605 |
Profit Streak | 0 | 23.588 | 0 | 0 | 23.588 | 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 | -147963 | -146294 | -446668 | 202032 | 353247 | -583053 |
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{ "first_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 1.17729 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1673608.7309366753, 1640076.9149810062, 33531.8159556689, 20762980.708581604, 30171766.6413513, -9408785.932769695 ], [ 1673.608731, 1640.076915, 33.531816, 20762.980709, 30171.766641, -9408.785933 ], [ 0.900114, 0.88208, 0.018034, 0.287643, 0.307723, 0 ], [ 6258.544154, 6258.544154, 6258.544154, 6258.544154, 6258.544154, 6258.544154 ], [ -84262, -56880, -63095, -15177863, -7748038, -11184277 ], [ 3.450813, 5.669111, 1.101116, 1.381396, 2.303604, 0.699348 ], [ 172, 86, 86, 172, 86, 86 ], [ 73, 38, 35, 73, 38, 35 ], [ 99, 48, 51, 99, 48, 51 ], [ 42.44186, 44.186047, 40.697674, 42.44186, 44.186047, 40.697674 ], [ 4.679869, 7.160982, 1.604483, 1.8734, 2.909815, 1.01905 ], [ 718206, 718206, 67595, 18101103, 18101103, 5468503 ], [ -49876, -49876, -44654, -2926203, -2655130, -2926203 ], [ 31, 32, 30, 31, 32, 30 ], [ 46, 51, 39, 46, 51, 39 ], [ 20, 17, 23, 20, 17, 23 ], [ 5405, 2800, 2605, 5405, 2800, 2605 ], [ 0, 23.588049, 0, 0, 23.588049, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147963, -146294, -446668, 202032, 353247, -583053 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 1.17729 } } }
# | 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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