Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237931.8316 | 158238.4229 | 79693.4087 | 39896.6168 | 21665.8688 | 18230.748 |
Total P&L (%) | 237.9318 | 158.2384 | 79.6934 | 39.8966 | 21.6659 | 18.2307 |
Avg Daily Profit (%) | 0.1925 | 0.128 | 0.0645 | 0.0272 | 0.0159 | 0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106422 | -66122 | -98536 | -253649 | -191234 | -136170 |
Profit Factor | 1.4302 | 1.727 | 1.2376 | 1.0504 | 1.063 | 1.0407 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.8173 | 0.9868 | 0.7072 | 0.6002 | 0.6074 | 0.5947 |
Largest Winning Trade | 39408 | 39408 | 38322 | 55986 | 53019 | 55986 |
Largest Losing Trade | -77351 | -36838 | -77351 | -127769 | -127769 | -103542 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 41 | 52 | 31 | 41 | 52 | 31 |
Bars Traded | 3339 | 1873 | 1466 | 3339 | 1873 | 1466 |
Profit Streak | 34.8263 | 58.8263 | 34.8263 | 34.8263 | 58.8263 | 34.8263 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353607 | -198920 | -286268 | -322568 | -507639 | -537745 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 1.94634 } }, "second_band": { "type": "jma", "factors": { "length": 231, "offset": 0 } } }
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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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