Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499201.2471 | 292990.2173 | 206211.0298 | 1660133.4603 | 1190401.9831 | 469731.4772 |
Total P&L (%) | 499.2012 | 292.9902 | 206.211 | 1660.1335 | 1190.402 | 469.7315 |
Avg Daily Profit (%) | 0.3689 | 0.2165 | 0.1524 | 0.2121 | 0.1892 | 0.1287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91020 | -78875 | -119411 | -605075 | -405581 | -592126 |
Profit Factor | 1.4512 | 1.5291 | 1.3731 | 1.3391 | 1.4784 | 1.1951 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Profitability (%) | 50.4983 | 50.6667 | 50.3311 | 50.4983 | 50.6667 | 50.3311 |
Ratio Avg Win / Avg Loss | 1.4225 | 1.4889 | 1.355 | 1.3126 | 1.4395 | 1.1793 |
Largest Winning Trade | 62559 | 41497 | 62559 | 477768 | 477768 | 367003 |
Largest Losing Trade | -23937 | -21108 | -23937 | -341818 | -341818 | -225095 |
Avg Bars in Trades | 26 | 19 | 33 | 26 | 19 | 33 |
Avg Bars in Winners | 31 | 18 | 43 | 31 | 18 | 43 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 7973 | 2907 | 5066 | 7973 | 2907 | 5066 |
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 | 431595 | 354272 | 288835 | 373706 | 349709 | -26952 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 3.2771 } }, "second_band": { "type": "jma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 3.2771 } }, "second_band": { "type": "jma", "factors": { "length": 52, "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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