Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1330089.5754 | 1266740.4803 | 63349.0951 | 3547252.1896 | 2342477.158 | 1204775.0316 |
Total P&L (%) | 1330.0896 | 1266.7405 | 63.3491 | 3547.2522 | 2342.4772 | 1204.775 |
Avg Daily Profit (%) | 0.7287 | 0.694 | 0.0347 | 0.1972 | 0.1752 | 0.1408 |
Buy And Hold Return (%) | 719.6315 | 719.6315 | 719.6315 | 719.6315 | 719.6315 | 719.6315 |
Max Trade Drawdown | -170039 | -96307 | -131864 | -4122814 | -2947904 | -1653910 |
Profit Factor | 2.582 | 3.9691 | 1.153 | 1.3209 | 1.3833 | 1.2437 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 55.3459 | 51.8987 | 58.75 | 55.3459 | 51.8987 | 58.75 |
Ratio Avg Win / Avg Loss | 2.0832 | 3.6787 | 0.8095 | 1.0657 | 1.2821 | 0.8733 |
Largest Winning Trade | 671385 | 671385 | 66511 | 1775856 | 1775856 | 940728 |
Largest Losing Trade | -38037 | -29864 | -38037 | -1006710 | -988579 | -1006710 |
Avg Bars in Trades | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Winners | 33 | 40 | 26 | 33 | 40 | 26 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 5230 | 2783 | 2448 | 5230 | 2783 | 2448 |
Profit Streak | 0 | 72.6982 | 0 | 0 | 72.6982 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399802 | -14933 | -384278 | 300794 | -20211 | -33663 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 4.31744 } }, "second_band": { "type": "jma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 4.31744 } }, "second_band": { "type": "jma", "factors": { "length": 110, "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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