Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1553459.2261 | 1381053.4898 | 172405.7363 | 13847629.3852 | -794828.1134 | 14642457.4986 |
Total P&L (%) | 1553.4592 | 1381.0535 | 172.4057 | 13847.6294 | -794.8281 | 14642.4575 |
Avg Daily Profit (%) | 0.7185 | 0.6388 | 0.0797 | 0.2287 | 0 | 0.2312 |
Buy And Hold Return (%) | 479.4033 | 479.4033 | 479.4033 | 479.4033 | 479.4033 | 479.4033 |
Max Trade Drawdown | -80695 | -95632 | -95614 | -15881493 | -17356267 | -6211774 |
Profit Factor | 3.4599 | 5.3789 | 1.5454 | 1.2781 | 0.9751 | 1.8185 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 56.8807 | 57.4074 | 56.3636 | 56.8807 | 57.4074 | 56.3636 |
Ratio Avg Win / Avg Loss | 2.6228 | 3.9908 | 1.1964 | 0.9689 | 0.7235 | 1.4078 |
Largest Winning Trade | 910798 | 910798 | 54479 | 5730946 | 5730946 | 5279122 |
Largest Losing Trade | -45806 | -45806 | -45609 | -10018468 | -10018468 | -4071481 |
Avg Bars in Trades | 37 | 50 | 24 | 37 | 50 | 24 |
Avg Bars in Winners | 40 | 55 | 26 | 40 | 55 | 26 |
Avg Bars in Losers | 32 | 43 | 21 | 32 | 43 | 21 |
Bars Traded | 4052 | 2721 | 1331 | 4052 | 2721 | 1331 |
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 | 625373 | -162451 | -429628 | 278915 | -759873 | -168309 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 3.62367 } }, "second_band": { "type": "jma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 3.62367 } }, "second_band": { "type": "jma", "factors": { "length": 171, "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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