Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250720.8694 | 16753.6139 | 233967.2554 | 197015.3058 | -3571.8398 | 200587.1457 |
Total P&L (%) | 250.7209 | 16.7536 | 233.9673 | 197.0153 | -3.5718 | 200.5871 |
Avg Daily Profit (%) | 0.1651 | 0.011 | 0.154 | 0.0717 | -0.0024 | 0.0725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114817 | -99796 | -74564 | -151541 | -150398 | -131664 |
Profit Factor | 1.3485 | 1.0465 | 1.6508 | 1.1859 | 0.9934 | 1.3869 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 53.6313 | 51.6854 | 55.5556 | 53.6313 | 51.6854 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1659 | 0.9783 | 1.3206 | 1.0253 | 0.9286 | 1.1095 |
Largest Winning Trade | 54341 | 33066 | 54341 | 47283 | 29232 | 47283 |
Largest Losing Trade | -46940 | -24168 | -46940 | -53733 | -35687 | -53733 |
Avg Bars in Trades | 24 | 15 | 33 | 24 | 15 | 33 |
Avg Bars in Winners | 25 | 11 | 38 | 25 | 11 | 38 |
Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
Bars Traded | 4394 | 1416 | 2978 | 4394 | 1416 | 2978 |
Profit Streak | 1.7173 | 0 | 34.7173 | 1.7173 | 0 | 34.7173 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254247 | -357969 | 399335 | -113882 | -580598 | -93702 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.04825 } }, "second_band": { "type": "jma", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.04825 } }, "second_band": { "type": "jma", "factors": { "length": 113, "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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