Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810436.4293 | 705674.9139 | 104761.5154 | 3799088.5028 | 1960467.1058 | 1838621.397 |
Total P&L (%) | 810.4364 | 705.6749 | 104.7615 | 3799.0885 | 1960.4671 | 1838.6214 |
Avg Daily Profit (%) | 0.3579 | 0.3116 | 0.0463 | 0.1619 | 0.1337 | 0.131 |
Buy And Hold Return (%) | 374.3421 | 374.3421 | 374.3421 | 374.3421 | 374.3421 | 374.3421 |
Max Trade Drawdown | -169955 | -60211 | -243140 | -2679993 | -2247946 | -1440590 |
Profit Factor | 1.7487 | 2.6874 | 1.1577 | 1.309 | 1.3265 | 1.2922 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 64.3617 | 63.8298 | 64.8936 | 64.3617 | 63.8298 | 64.8936 |
Ratio Avg Win / Avg Loss | 0.9683 | 1.5229 | 0.6263 | 0.7248 | 0.7517 | 0.6991 |
Largest Winning Trade | 70570 | 70570 | 44061 | 1557140 | 1231830 | 1557140 |
Largest Losing Trade | -65565 | -31441 | -65565 | -935658 | -794373 | -935658 |
Avg Bars in Trades | 34 | 25 | 42 | 34 | 25 | 42 |
Avg Bars in Winners | 33 | 24 | 43 | 33 | 24 | 43 |
Avg Bars in Losers | 34 | 27 | 42 | 34 | 27 | 42 |
Bars Traded | 6439 | 2398 | 4041 | 6439 | 2398 | 4041 |
Profit Streak | 72.0177 | 72.0177 | 80.3511 | 72.0177 | 72.0177 | 80.3511 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286145 | 326399 | -343138 | 359901 | -14134 | -18313 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 4.39394 } }, "second_band": { "type": "jma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 4.39394 } }, "second_band": { "type": "jma", "factors": { "length": 139, "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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