Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025377.323 | 977154.3721 | 48222.9508 | -122232.0936 | 2687337.438 | -2809569.5316 |
Total P&L (%) | 1025.3773 | 977.1544 | 48.223 | -122.2321 | 2687.3374 | -2809.5695 |
Avg Daily Profit (%) | 0.5695 | 0.5427 | 0.0268 | 0 | 0.185 | 0 |
Buy And Hold Return (%) | 263.8215 | 263.8215 | 263.8215 | 263.8215 | 263.8215 | 263.8215 |
Max Trade Drawdown | -102530 | -88275 | -162317 | -2521349 | -22590 | -2792599 |
Profit Factor | 2.5795 | 3.98 | 1.1501 | 0.958 | 44.7453 | 0.0149 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 21 | 23 | 52 | 31 | 21 |
Losing Trades | 52 | 27 | 25 | 44 | 17 | 27 |
Profitability (%) | 45.8333 | 43.75 | 47.9167 | 54.1667 | 64.5833 | 43.75 |
Ratio Avg Win / Avg Loss | 3.0485 | 5.1171 | 1.2501 | 0.8107 | 24.5378 | 0.0191 |
Largest Winning Trade | 675782 | 675782 | 47609 | 2152812 | 2152812 | 7082 |
Largest Losing Trade | -100408 | -41334 | -100408 | -2481486 | -12242 | -2481486 |
Avg Bars in Trades | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Winners | 49 | 52 | 47 | 29 | 38 | 15 |
Avg Bars in Losers | 24 | 29 | 18 | 43 | 41 | 45 |
Bars Traded | 3451 | 1891 | 1560 | 3451 | 1891 | 1560 |
Profit Streak | 0 | 0 | 0 | 18.0225 | 27.5225 | 18.0225 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447369 | 474715 | -379005 | -578915 | 682477 | -582555 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 102, "offset": 0, "multiplier": 2.8713 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 102, "offset": 0, "multiplier": 2.8713 } } }
# | 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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