Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376600.5374 | 270493.2343 | 106107.3031 | 176353.2958 | 530379.9648 | -354026.6691 |
Total P&L (%) | 376.6005 | 270.4932 | 106.1073 | 176.3533 | 530.38 | -354.0267 |
Avg Daily Profit (%) | 0.1808 | 0.1298 | 0.0509 | 0.0488 | 0.0884 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230137 | -127108 | -149104 | -1037793 | -446621 | -890877 |
Profit Factor | 1.2088 | 1.2907 | 1.1215 | 1.0317 | 1.1957 | 0.8758 |
Total Trades | 621 | 311 | 310 | 621 | 311 | 310 |
Winning Trades | 286 | 147 | 139 | 286 | 147 | 139 |
Losing Trades | 335 | 164 | 171 | 335 | 164 | 171 |
Profitability (%) | 46.0548 | 47.2669 | 44.8387 | 46.0548 | 47.2669 | 44.8387 |
Ratio Avg Win / Avg Loss | 1.4159 | 1.4399 | 1.3797 | 1.2085 | 1.334 | 1.0775 |
Largest Winning Trade | 74983 | 74983 | 43477 | 290984 | 290984 | 221387 |
Largest Losing Trade | -36652 | -24031 | -36652 | -290525 | -141591 | -290525 |
Avg Bars in Trades | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Winners | 53 | 49 | 58 | 53 | 49 | 58 |
Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
Bars Traded | 24842 | 12236 | 12606 | 24842 | 12236 | 12606 |
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 | 312950 | -19655 | -212723 | -311664 | -79699 | -580052 |
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 3.37675 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 3.37675 } } }
# | 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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