Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304129.2739 | 95738.7575 | 208390.5164 | 133139.4889 | -2484.5546 | 135624.0434 |
Total P&L (%) | 304.1293 | 95.7388 | 208.3905 | 133.1395 | -2.4846 | 135.624 |
Avg Daily Profit (%) | 0.2047 | 0.0644 | 0.1403 | 0.057 | -0.0017 | 0.0577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122795 | -86862 | -80500 | -172969 | -104683 | -122705 |
Profit Factor | 1.3023 | 1.1978 | 1.399 | 1.0937 | 0.9964 | 1.1881 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Losing Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Profitability (%) | 58.498 | 60.3175 | 56.6929 | 58.498 | 60.3175 | 56.6929 |
Ratio Avg Win / Avg Loss | 0.9239 | 0.7881 | 1.0687 | 0.776 | 0.6556 | 0.9076 |
Largest Winning Trade | 68596 | 68596 | 38718 | 85529 | 85529 | 41119 |
Largest Losing Trade | -41576 | -38218 | -41576 | -78996 | -78996 | -66579 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Losers | 40 | 43 | 36 | 40 | 43 | 36 |
Bars Traded | 8547 | 3990 | 4557 | 8547 | 3990 | 4557 |
Profit Streak | 0 | 72.0055 | 0 | 0 | 72.0055 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306643 | -108846 | -4422 | -233459 | -578183 | -130461 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 22, "offset": 0, "multiplier": 2.92139 } }, "second_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 22, "offset": 0, "multiplier": 2.92139 } }, "second_band": { "type": "jma", "factors": { "length": 226, "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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