Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790023.9718 | 698365.2924 | 91658.6794 | 1729283.6116 | 1384857.114 | 344426.4976 |
Total P&L (%) | 790.024 | 698.3653 | 91.6587 | 1729.2836 | 1384.8571 | 344.4265 |
Avg Daily Profit (%) | 0.4295 | 0.3797 | 0.0498 | 0.1581 | 0.1468 | 0.0811 |
Buy And Hold Return (%) | 213.9256 | 213.9256 | 213.9256 | 213.9256 | 213.9256 | 213.9256 |
Max Trade Drawdown | -85904 | -72481 | -40611 | -526151 | -446347 | -374004 |
Profit Factor | 2.9657 | 4.4291 | 1.4623 | 1.6583 | 2.0848 | 1.2551 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 48.7179 | 51.2821 | 46.1538 | 48.7179 | 51.2821 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.1218 | 4.2076 | 1.7061 | 1.7456 | 1.9806 | 1.4643 |
Largest Winning Trade | 575195 | 575195 | 50566 | 585440 | 447213 | 585440 |
Largest Losing Trade | -35175 | -35175 | -27361 | -326208 | -326208 | -235318 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 102 | 89 | 116 | 102 | 89 | 116 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 5244 | 2461 | 2784 | 5244 | 2461 | 2784 |
Profit Streak | 82.71 | 176.3766 | 0 | 82.71 | 176.3766 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25550 | 563184 | -291428 | -27897 | 306295 | -95790 |
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 232, "offset": 0, "multiplier": 3.02233 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 232, "offset": 0, "multiplier": 3.02233 } } }
# | 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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