Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152377.4193 | 67139.9777 | 85237.4416 | 76515.2761 | 80062.2506 | -3546.9745 |
Total P&L (%) | 152.3774 | 67.14 | 85.2374 | 76.5153 | 80.0623 | -3.547 |
Avg Daily Profit (%) | 0.1645 | 0.0725 | 0.092 | 0.0614 | 0.0635 | -0.0039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104655 | -49024 | -86248 | -187252 | -76312 | -144226 |
Profit Factor | 1.2753 | 1.2689 | 1.2806 | 1.0844 | 1.1961 | 0.9929 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 53.7415 | 52.0548 | 55.4054 | 53.7415 | 52.0548 | 55.4054 |
Ratio Avg Win / Avg Loss | 1.0978 | 1.1687 | 1.0308 | 0.9334 | 1.1016 | 0.7991 |
Largest Winning Trade | 52684 | 52684 | 40333 | 72569 | 72569 | 48894 |
Largest Losing Trade | -25875 | -15565 | -25875 | -50562 | -41586 | -50562 |
Avg Bars in Trades | 24 | 20 | 27 | 24 | 20 | 27 |
Avg Bars in Winners | 28 | 21 | 33 | 28 | 21 | 33 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 3590 | 1523 | 2067 | 3590 | 1523 | 2067 |
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 | 302494 | -167869 | -133343 | -239197 | -184390 | -643979 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 2.86728 } }, "second_band": { "type": "jma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 2.86728 } }, "second_band": { "type": "jma", "factors": { "length": 33, "offset": 0 } } }
# | 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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