Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733205.6962 | 758090.1229 | -24884.4267 | 681547.7032 | 4131669.9037 | -3450122.2005 |
Total P&L (%) | 733.2057 | 758.0901 | -24.8844 | 681.5477 | 4131.6699 | -3450.1222 |
Avg Daily Profit (%) | 0.4026 | 0.4163 | -0.0137 | 0.113 | 0.2059 | 0 |
Buy And Hold Return (%) | 626.9075 | 626.9075 | 626.9075 | 626.9075 | 626.9075 | 626.9075 |
Max Trade Drawdown | -159078 | -83397 | -129334 | -5623081 | -2460374 | -5331826 |
Profit Factor | 1.986 | 3.3421 | 0.9407 | 1.044 | 1.6818 | 0.6335 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 37.8947 | 42.5532 | 33.3333 | 37.8947 | 42.5532 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.2549 | 4.5118 | 1.8815 | 1.7111 | 2.2705 | 1.267 |
Largest Winning Trade | 241484 | 241484 | 71405 | 2539030 | 2539030 | 800704 |
Largest Losing Trade | -29353 | -26971 | -29353 | -1412737 | -678812 | -1412737 |
Avg Bars in Trades | 36 | 29 | 44 | 36 | 29 | 44 |
Avg Bars in Winners | 63 | 42 | 88 | 63 | 42 | 88 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 3507 | 1363 | 2144 | 3507 | 1363 | 2144 |
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 | -103937 | -86937 | -584392 | -355838 | 304709 | -585504 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 2.71719 } }, "second_band": { "type": "jma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 2.71719 } }, "second_band": { "type": "jma", "factors": { "length": 12, "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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