Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650121.2291 | 539660.7657 | 110460.4634 | 1438114.9589 | 1179968.9775 | 258145.9814 |
Total P&L (%) | 650.1212 | 539.6608 | 110.4605 | 1438.115 | 1179.969 | 258.146 |
Avg Daily Profit (%) | 0.4018 | 0.3335 | 0.0683 | 0.1691 | 0.1577 | 0.0789 |
Buy And Hold Return (%) | 27.473 | 27.473 | 27.473 | 27.473 | 27.473 | 27.473 |
Max Trade Drawdown | -167738 | -132649 | -131329 | -5757421 | -2998946 | -4658814 |
Profit Factor | 1.321 | 1.5196 | 1.1119 | 1.0365 | 1.057 | 1.0138 |
Total Trades | 649 | 325 | 324 | 649 | 325 | 324 |
Winning Trades | 292 | 154 | 138 | 292 | 154 | 138 |
Losing Trades | 357 | 171 | 186 | 357 | 171 | 186 |
Profitability (%) | 44.9923 | 47.3846 | 42.5926 | 44.9923 | 47.3846 | 42.5926 |
Ratio Avg Win / Avg Loss | 1.615 | 1.6874 | 1.4987 | 1.2672 | 1.1737 | 1.3664 |
Largest Winning Trade | 94118 | 94118 | 49572 | 1279330 | 1279330 | 943689 |
Largest Losing Trade | -35487 | -35487 | -21614 | -899588 | -842704 | -899588 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 19278 | 9935 | 9343 | 19278 | 9935 | 9343 |
Profit Streak | 0 | 0 | 500.6257 | 0 | 0 | 500.6257 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461032 | 426352 | -201907 | -170937 | -150056 | -293512 |
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 3.44231 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 3.44231 } } }
# | 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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