Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306789.8801 | 200861.8356 | 105928.0446 | 514281.8672 | 536612.6996 | -22330.8324 |
Total P&L (%) | 306.7899 | 200.8618 | 105.928 | 514.2819 | 536.6127 | -22.3308 |
Avg Daily Profit (%) | 0.2945 | 0.1928 | 0.1017 | 0.1744 | 0.1779 | -0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66218 | -43912 | -93976 | -265855 | -219207 | -379265 |
Profit Factor | 1.2492 | 1.3442 | 1.1636 | 1.1228 | 1.2711 | 0.9899 |
Total Trades | 638 | 319 | 319 | 638 | 319 | 319 |
Winning Trades | 255 | 126 | 129 | 255 | 126 | 129 |
Losing Trades | 383 | 193 | 190 | 383 | 193 | 190 |
Profitability (%) | 39.9687 | 39.4984 | 40.4389 | 39.9687 | 39.4984 | 40.4389 |
Ratio Avg Win / Avg Loss | 1.8762 | 2.059 | 1.7138 | 1.6864 | 1.947 | 1.458 |
Largest Winning Trade | 38727 | 38727 | 36584 | 199504 | 199504 | 181307 |
Largest Losing Trade | -22391 | -14012 | -22391 | -146212 | -76338 | -146212 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 60 | 48 | 73 | 60 | 48 | 73 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 24810 | 11037 | 13773 | 24810 | 11037 | 13773 |
Profit Streak | 0 | 0 | 9.977 | 0 | 0 | 9.977 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314832 | 217926 | -98211 | -77115 | 212237 | -580613 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.84788 } }, "second_band": { "type": "jma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.84788 } }, "second_band": { "type": "jma", "factors": { "length": 13, "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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