Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430193.3246 | 300125.5611 | 130067.7635 | 113829.4024 | 125436.9356 | -11607.5331 |
Total P&L (%) | 430.1933 | 300.1256 | 130.0678 | 113.8294 | 125.4369 | -11.6075 |
Avg Daily Profit (%) | 0.291 | 0.203 | 0.088 | 0.0514 | 0.055 | -0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177084 | -105661 | -121551 | -1226729 | -725718 | -781573 |
Profit Factor | 1.2454 | 1.332 | 1.1532 | 1.0136 | 1.0292 | 0.9972 |
Total Trades | 620 | 310 | 310 | 620 | 310 | 310 |
Winning Trades | 276 | 133 | 143 | 276 | 133 | 143 |
Losing Trades | 344 | 177 | 167 | 344 | 177 | 167 |
Profitability (%) | 44.5161 | 42.9032 | 46.129 | 44.5161 | 42.9032 | 46.129 |
Ratio Avg Win / Avg Loss | 1.5523 | 1.7727 | 1.3467 | 1.2633 | 1.3697 | 1.1645 |
Largest Winning Trade | 184897 | 184897 | 41684 | 779691 | 779691 | 168259 |
Largest Losing Trade | -37314 | -18609 | -37314 | -392857 | -173068 | -392857 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 17515 | 9058 | 8457 | 17515 | 9058 | 8457 |
Profit Streak | 5.098 | 5.098 | 12.6813 | 5.098 | 5.098 | 12.6813 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441102 | 300112 | -126092 | -326812 | -308566 | -577705 |
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{ "first_band": { "type": "jma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 231, "offset": 0, "multiplier": 1.59799 } } }
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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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