Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427081.9284 | 145097.6373 | 281984.2911 | 927358.4946 | -37792.0839 | 965150.5785 |
Total P&L (%) | 427.0819 | 145.0976 | 281.9843 | 927.3585 | -37.7921 | 965.1506 |
Avg Daily Profit (%) | 0.2835 | 0.0963 | 0.1872 | 0.1548 | -0.0315 | 0.1572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122038 | -90521 | -132515 | -384973 | -726956 | -226496 |
Profit Factor | 1.5613 | 1.388 | 1.7286 | 1.3292 | 0.9777 | 1.8607 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 61.2717 | 61.6279 | 60.9195 | 61.2717 | 61.6279 | 60.9195 |
Ratio Avg Win / Avg Loss | 0.9868 | 0.8642 | 1.1089 | 0.8401 | 0.6088 | 1.1937 |
Largest Winning Trade | 46661 | 46661 | 31974 | 211871 | 211871 | 202853 |
Largest Losing Trade | -50857 | -50857 | -47690 | -247452 | -247452 | -145236 |
Avg Bars in Trades | 33 | 22 | 44 | 33 | 22 | 44 |
Avg Bars in Winners | 30 | 18 | 42 | 30 | 18 | 42 |
Avg Bars in Losers | 38 | 29 | 46 | 38 | 29 | 46 |
Bars Traded | 5797 | 1944 | 3852 | 5797 | 1944 | 3852 |
Profit Streak | 9.1552 | 0 | 14.4052 | 9.1552 | 0 | 14.4052 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409791 | -63693 | 419071 | 334125 | -579039 | 434009 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 89, "offset": 42, "multiplier": 3.30641 } }, "second_band": { "type": "jma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 89, "offset": 42, "multiplier": 3.30641 } }, "second_band": { "type": "jma", "factors": { "length": 188, "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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