I Created a Strategy to trade 3 dynamic contract Long/Short based on the entry condition on Index. Ideally Entry or number of trades for all three contracts should be same as entry is based on Index. But in Back testing results each contract is having different number of trades.
Let me explain how this works.
Your entry condition in the Screenshot SYMBOL (Nifty Bank, Close(0) cross above Supertrend(7,3,0)) will trigger Entry in all instruments, you have added in the strategy. But, you also must have had some Exit condition SL and TP or an additional condition-based exit.
So after the Entry is triggered in the above, the SL TP you have set will be checked on the instrument itself i.e options or futures, you have selected in the Dynamic contract settings. So suppose your SL and TP is 10%, and 20%, upon 10% movement of the instrument its’ exit would be triggered.
Let’s say the underlying moved up, and you are long CE and PE, the CE would be in profit and PE would be in loss. if PE SL is hit, it will exit.
Because for PE, there are no open positions, when the condition SYMBOL (Nifty Bank, Close(0) cross above Supertrend(7,3,0)) becomes true, another Entry will be triggered in PE, While in CE is still in first trade.
So the number of trades would be unequal.
Hope this helps.