Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709633.66 | 390750.4787 | 318883.1814 | 13565159.3433 | 14169224.1268 | -604064.7835 |
Total P&L (%) | 709.6337 | 390.7505 | 318.8832 | 13565.1593 | 14169.2241 | -604.0648 |
Avg Daily Profit (%) | 0.4189 | 0.2307 | 0.1882 | 0.2907 | 0.2933 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77598 | -61536 | -72446 | -15519792 | -8623957 | -15036354 |
Profit Factor | 1.9755 | 2.1083 | 1.8507 | 1.181 | 1.4383 | 0.9858 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 55.8036 | 53.5714 | 58.0357 | 55.8036 | 53.5714 | 58.0357 |
Ratio Avg Win / Avg Loss | 1.5646 | 1.8272 | 1.3382 | 0.9354 | 1.2465 | 0.7128 |
Largest Winning Trade | 110799 | 110799 | 31934 | 6186187 | 6186187 | 4806184 |
Largest Losing Trade | -43449 | -20369 | -43449 | -10292422 | -2048047 | -10292422 |
Avg Bars in Trades | 22 | 16 | 28 | 22 | 16 | 28 |
Avg Bars in Winners | 24 | 16 | 31 | 24 | 16 | 31 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 4971 | 1806 | 3165 | 4971 | 1806 | 3165 |
Profit Streak | 0 | 0 | 4.0407 | 0 | 0 | 4.0407 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571111 | 445566 | 388896 | -12080 | 368944 | -579896 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 50, "offset": 0, "multiplier": 3.49228 } }, "second_band": { "type": "jma", "factors": { "length": 67, "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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