Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210928.365 | 3105.1122 | 207823.2528 | 136840.8135 | -40609.6159 | 177450.4295 |
Total P&L (%) | 210.9284 | 3.1051 | 207.8233 | 136.8408 | -40.6096 | 177.4504 |
Avg Daily Profit (%) | 0.2028 | 0.003 | 0.1998 | 0.0829 | -0.0501 | 0.0982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87383 | -82360 | -57135 | -390101 | -236670 | -304543 |
Profit Factor | 1.3619 | 1.0111 | 1.6845 | 1.0773 | 0.9473 | 1.1778 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 60.7407 | 55.8824 | 65.6716 | 60.7407 | 55.8824 | 65.6716 |
Ratio Avg Win / Avg Loss | 0.8803 | 0.7983 | 0.8805 | 0.6963 | 0.7479 | 0.6157 |
Largest Winning Trade | 41995 | 31560 | 41995 | 115060 | 64191 | 115060 |
Largest Losing Trade | -45492 | -27343 | -45492 | -242573 | -105120 | -242573 |
Avg Bars in Trades | 21 | 14 | 29 | 21 | 14 | 29 |
Avg Bars in Winners | 19 | 10 | 27 | 19 | 10 | 27 |
Avg Bars in Losers | 24 | 18 | 33 | 24 | 18 | 33 |
Bars Traded | 2922 | 960 | 1962 | 2922 | 960 | 1962 |
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 | 304865 | -672701 | -106337 | -217301 | -688918 | -202908 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 182, "offset": 0, "multiplier": 2.67158 } }, "second_band": { "type": "jma", "factors": { "length": 125, "offset": 0 } } }
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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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