Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173003.9723 | 209253.4208 | -36249.4486 | -64169.935 | 53589.6037 | -117759.5388 |
Total P&L (%) | 173.004 | 209.2534 | -36.2494 | -64.1699 | 53.5896 | -117.7595 |
Avg Daily Profit (%) | 0.1273 | 0.154 | -0.0267 | -0.0755 | 0.0316 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159598 | -92846 | -119017 | -241617 | -80275 | -197129 |
Profit Factor | 1.3293 | 1.7005 | 0.8401 | 0.8654 | 1.2336 | 0.524 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 41.2698 | 43.75 | 38.7097 | 41.2698 | 43.75 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.8916 | 2.1863 | 1.3302 | 1.2315 | 1.5861 | 0.8296 |
Largest Winning Trade | 123843 | 123843 | 69337 | 127100 | 127100 | 33577 |
Largest Losing Trade | -78138 | -42861 | -78138 | -174881 | -44023 | -174881 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 27 | 33 | 21 | 27 | 33 | 21 |
Bars Traded | 2444 | 1372 | 1072 | 2444 | 1372 | 1072 |
Profit Streak | 16.7947 | 39.7947 | 0 | 16.7947 | 39.7947 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175797 | 323091 | -583541 | -733211 | -152478 | -585208 |
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{ "first_band": { "type": "jma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 222, "offset": 72, "multiplier": 2.81915 } } }
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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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