Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591552.7037 | 525417.843 | 66134.8607 | 808598.4655 | 510370.7231 | 298227.7424 |
Total P&L (%) | 591.5527 | 525.4178 | 66.1349 | 808.5985 | 510.3707 | 298.2277 |
Avg Daily Profit (%) | 0.3198 | 0.284 | 0.0357 | 0.1194 | 0.0978 | 0.0747 |
Buy And Hold Return (%) | 82.6172 | 82.6172 | 82.6172 | 82.6172 | 82.6172 | 82.6172 |
Max Trade Drawdown | -77359 | -76229 | -148343 | -456365 | -345891 | -415827 |
Profit Factor | 1.7407 | 2.4548 | 1.1512 | 1.2465 | 1.3112 | 1.1818 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Profitability (%) | 46.0674 | 48.3146 | 43.8202 | 46.0674 | 48.3146 | 43.8202 |
Ratio Avg Win / Avg Loss | 2.0379 | 2.6261 | 1.4759 | 1.4593 | 1.4027 | 1.5152 |
Largest Winning Trade | 208169 | 208169 | 63425 | 281775 | 281775 | 196670 |
Largest Losing Trade | -39600 | -39600 | -36139 | -202492 | -202492 | -126065 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Losers | 22 | 28 | 15 | 22 | 28 | 15 |
Bars Traded | 5323 | 2642 | 2681 | 5323 | 2642 | 2681 |
Profit Streak | 31.8032 | 31.8032 | 32.8032 | 31.8032 | 31.8032 | 32.8032 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469442 | 462719 | -367320 | -32815 | -62504 | -117317 |
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{ "first_band": { "type": "jma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 1.56694 } } }
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# | 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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