Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150117.6206 | 65564.2972 | 84553.3234 | 98236.8529 | 16981.8937 | 81254.9592 |
Total P&L (%) | 150.1176 | 65.5643 | 84.5533 | 98.2369 | 16.9819 | 81.255 |
Avg Daily Profit (%) | 0.1635 | 0.0714 | 0.0921 | 0.0746 | 0.0171 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68639 | -73720 | -53462 | -214107 | -221729 | -183222 |
Profit Factor | 1.2659 | 1.2383 | 1.292 | 1.0769 | 1.0262 | 1.1289 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 56.3953 | 56.9767 | 55.814 | 56.3953 | 56.9767 | 55.814 |
Ratio Avg Win / Avg Loss | 0.9788 | 0.9351 | 1.0228 | 0.8326 | 0.7749 | 0.8937 |
Largest Winning Trade | 36343 | 36343 | 29047 | 77153 | 77153 | 50564 |
Largest Losing Trade | -24262 | -21588 | -24262 | -70815 | -68944 | -70815 |
Avg Bars in Trades | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Winners | 13 | 8 | 18 | 13 | 8 | 18 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 2615 | 978 | 1637 | 2615 | 978 | 1637 |
Profit Streak | 4.8567 | 4.8567 | 13.5234 | 4.8567 | 4.8567 | 13.5234 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308691 | -98393 | -68654 | -227938 | -370808 | -185538 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 2.81218 } }, "second_band": { "type": "jma", "factors": { "length": 93, "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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