Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246295.7995 | 142136.2467 | 104159.5528 | 344770.4657 | 269246.1275 | 75524.3382 |
Total P&L (%) | 246.2958 | 142.1362 | 104.1596 | 344.7705 | 269.2461 | 75.5243 |
Avg Daily Profit (%) | 0.2682 | 0.1548 | 0.1134 | 0.1626 | 0.1423 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88427 | -68997 | -63036 | -371997 | -181356 | -306495 |
Profit Factor | 1.5577 | 1.7168 | 1.4281 | 1.2484 | 1.4222 | 1.1007 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 57.2727 | 56.3636 | 58.1818 | 57.2727 | 56.3636 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.1621 | 1.3291 | 1.0265 | 0.9314 | 1.101 | 0.7911 |
Largest Winning Trade | 45094 | 45094 | 39643 | 136095 | 136095 | 88576 |
Largest Losing Trade | -24421 | -17300 | -24421 | -161885 | -120774 | -161885 |
Avg Bars in Trades | 22 | 18 | 25 | 22 | 18 | 25 |
Avg Bars in Winners | 22 | 18 | 25 | 22 | 18 | 25 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 2423 | 1005 | 1418 | 2423 | 1005 | 1418 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409531 | -169575 | -219425 | 248997 | -181131 | -401260 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.32367 } }, "second_band": { "type": "jma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.32367 } }, "second_band": { "type": "jma", "factors": { "length": 63, "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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