Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193811.0953 | 46958.811 | 146852.2843 | 27223.2665 | -3137.5986 | 30360.8651 |
Total P&L (%) | 193.8111 | 46.9588 | 146.8523 | 27.2233 | -3.1376 | 30.3609 |
Avg Daily Profit (%) | 0.1885 | 0.0457 | 0.1428 | 0.0234 | -0.0031 | 0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96330 | -73085 | -54216 | -126676 | -56245 | -90286 |
Profit Factor | 1.2801 | 1.1434 | 1.403 | 1.0443 | 0.9889 | 1.0914 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 60.2649 | 61.3333 | 59.2105 | 60.2649 | 61.3333 | 59.2105 |
Ratio Avg Win / Avg Loss | 0.844 | 0.7209 | 0.9665 | 0.6886 | 0.6234 | 0.7519 |
Largest Winning Trade | 38624 | 34483 | 38624 | 30130 | 30130 | 21185 |
Largest Losing Trade | -54046 | -41434 | -54046 | -90153 | -44186 | -90153 |
Avg Bars in Trades | 26 | 22 | 29 | 26 | 22 | 29 |
Avg Bars in Winners | 21 | 14 | 28 | 21 | 14 | 28 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 3942 | 1694 | 2248 | 3942 | 1694 | 2248 |
Profit Streak | 5.7593 | 11.2593 | 5.7593 | 5.7593 | 11.2593 | 5.7593 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338078 | -252246 | -50342 | -334793 | -635075 | -330159 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 2.2113 } }, "second_band": { "type": "jma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 2.2113 } }, "second_band": { "type": "jma", "factors": { "length": 149, "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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