Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651919.4772 | 677979.2432 | -26059.766 | 202174.5234 | 2604626.1709 | -2402451.6476 |
Total P&L (%) | 651.9195 | 677.9792 | -26.0598 | 202.1745 | 2604.6262 | -2402.4516 |
Avg Daily Profit (%) | 0.3014 | 0.3134 | -0.012 | 0.0511 | 0.1525 | 0 |
Buy And Hold Return (%) | 159.3437 | 159.3437 | 159.3437 | 159.3437 | 159.3437 | 159.3437 |
Max Trade Drawdown | -221115 | -134783 | -237125 | -4352956 | -1554786 | -4366453 |
Profit Factor | 1.5922 | 2.497 | 0.9598 | 1.0205 | 1.7593 | 0.6257 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 53.6765 | 51.4706 | 55.8824 | 53.6765 | 51.4706 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.3741 | 2.3543 | 0.7577 | 0.8807 | 1.6588 | 0.494 |
Largest Winning Trade | 213118 | 213118 | 60529 | 2243396 | 2243396 | 1327244 |
Largest Losing Trade | -50984 | -30737 | -50984 | -1747162 | -1014107 | -1747162 |
Avg Bars in Trades | 47 | 44 | 49 | 47 | 44 | 49 |
Avg Bars in Winners | 54 | 44 | 62 | 54 | 44 | 62 |
Avg Bars in Losers | 38 | 43 | 33 | 38 | 43 | 33 |
Bars Traded | 6395 | 2997 | 3398 | 6395 | 2997 | 3398 |
Profit Streak | 0 | 0 | 153.2504 | 0 | 0 | 153.2504 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340882 | -97219 | -688232 | -405562 | -98021 | -688232 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 28, "offset": 0, "multiplier": 4.42567 } }, "second_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 28, "offset": 0, "multiplier": 4.42567 } }, "second_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 2 } } }
# | 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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