Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203954.1485 | 76775.3742 | 127178.7743 | 385326.0585 | 161113.2241 | 224212.8344 |
Total P&L (%) | 203.9541 | 76.7754 | 127.1788 | 385.3261 | 161.1132 | 224.2128 |
Avg Daily Profit (%) | 0.7832 | 0.2948 | 0.4884 | 0.6084 | 0.3692 | 0.4527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68240 | -48378 | -30079 | -493941 | -329362 | -220079 |
Profit Factor | 1.3397 | 1.2465 | 1.4401 | 1.1214 | 1.099 | 1.1449 |
Total Trades | 511 | 255 | 256 | 511 | 255 | 256 |
Winning Trades | 201 | 96 | 105 | 201 | 96 | 105 |
Losing Trades | 310 | 159 | 151 | 310 | 159 | 151 |
Profitability (%) | 39.3346 | 37.6471 | 41.0156 | 39.3346 | 37.6471 | 41.0156 |
Ratio Avg Win / Avg Loss | 2.0662 | 2.0645 | 2.071 | 1.7295 | 1.8202 | 1.6465 |
Largest Winning Trade | 35642 | 35642 | 29394 | 179653 | 179653 | 117933 |
Largest Losing Trade | -8954 | -6616 | -8954 | -32824 | -32824 | -30155 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 78 | 76 | 80 | 78 | 76 | 80 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 24807 | 11841 | 12966 | 24807 | 11841 | 12966 |
Profit Streak | 1.1949 | 0 | 1.3512 | 1.1949 | 0 | 1.3512 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302280 | 139634 | 194153 | -80451 | -106888 | -56981 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 3.55562 } }, "second_band": { "type": "jma", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 3.55562 } }, "second_band": { "type": "jma", "factors": { "length": 6, "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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