Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613824.3324 | 444638.5184 | 169185.814 | 25887.9904 | 164042.7567 | -138154.7663 |
Total P&L (%) | 613.8243 | 444.6385 | 169.1858 | 25.888 | 164.0428 | -138.1548 |
Avg Daily Profit (%) | 0.329 | 0.2383 | 0.0907 | 0.0123 | 0.052 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248098 | -115155 | -195410 | -456007 | -202679 | -379053 |
Profit Factor | 1.2012 | 1.296 | 1.1093 | 1.0107 | 1.1451 | 0.8931 |
Total Trades | 1090 | 545 | 545 | 1090 | 545 | 545 |
Winning Trades | 622 | 307 | 315 | 622 | 307 | 315 |
Losing Trades | 468 | 238 | 230 | 468 | 238 | 230 |
Profitability (%) | 57.0642 | 56.3303 | 57.7982 | 57.0642 | 56.3303 | 57.7982 |
Ratio Avg Win / Avg Loss | 0.9038 | 1.0047 | 0.81 | 0.7605 | 0.8877 | 0.6521 |
Largest Winning Trade | 46825 | 46825 | 28045 | 112675 | 112675 | 38238 |
Largest Losing Trade | -93562 | -45528 | -93562 | -93184 | -69981 | -93184 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 22131 | 11020 | 11111 | 22131 | 11020 | 11111 |
Profit Streak | 8.3693 | 8.7859 | 8.3693 | 8.3693 | 8.7859 | 8.3693 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546533 | 434431 | -169648 | -382045 | -181954 | -576525 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.69149 } }, "second_band": { "type": "jma", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.69149 } }, "second_band": { "type": "jma", "factors": { "length": 142, "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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