Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537888.7416 | 485469.6535 | 52419.0881 | 449422.9867 | 820553.8256 | -371130.8389 |
Total P&L (%) | 537.8887 | 485.4697 | 52.4191 | 449.423 | 820.5538 | -371.1308 |
Avg Daily Profit (%) | 0.2582 | 0.233 | 0.0252 | 0.0818 | 0.1066 | 0 |
Buy And Hold Return (%) | 65.3633 | 65.3633 | 65.3633 | 65.3633 | 65.3633 | 65.3633 |
Max Trade Drawdown | -127004 | -73857 | -132639 | -1791586 | -865259 | -1293524 |
Profit Factor | 1.4049 | 1.7831 | 1.074 | 1.0491 | 1.1996 | 0.9263 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Losing Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Profitability (%) | 41.7127 | 41.4365 | 41.989 | 41.7127 | 41.4365 | 41.989 |
Ratio Avg Win / Avg Loss | 1.9632 | 2.5201 | 1.4838 | 1.466 | 1.6954 | 1.2797 |
Largest Winning Trade | 265912 | 265912 | 35522 | 367341 | 367341 | 284553 |
Largest Losing Trade | -27309 | -27309 | -18736 | -275480 | -187424 | -275480 |
Avg Bars in Trades | 68 | 57 | 79 | 68 | 57 | 79 |
Avg Bars in Winners | 95 | 72 | 117 | 95 | 72 | 117 |
Avg Bars in Losers | 49 | 46 | 52 | 49 | 46 | 52 |
Bars Traded | 24867 | 10425 | 14442 | 24867 | 10425 | 14442 |
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 | 325478 | 300492 | -466886 | -251606 | -53041 | -581834 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 85, "offset": 0, "multiplier": 4.18897 } }, "second_band": { "type": "jma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 85, "offset": 0, "multiplier": 4.18897 } }, "second_band": { "type": "jma", "factors": { "length": 22, "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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