Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -185119.887 | 284207.0508 | -469326.9378 | -102936.3876 | -2925701.8341 | 2822765.4465 |
Total P&L (%) | -185.1199 | 284.2071 | -469.3269 | -102.9364 | -2925.7018 | 2822.7654 |
Avg Daily Profit (%) | -0.0841 | 0.1291 | -0.2132 | 0 | 0 | 0.1535 |
Buy And Hold Return (%) | 694.3631 | 694.3631 | 694.3631 | 694.3631 | 694.3631 | 694.3631 |
Max Trade Drawdown | -457785 | -249011 | -556861 | -4033205 | -4169388 | -1383101 |
Profit Factor | 0.9204 | 1.3113 | 0.6677 | 0.9911 | 0.6048 | 1.6691 |
Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Winning Trades | 191 | 96 | 95 | 251 | 124 | 127 |
Losing Trades | 248 | 123 | 125 | 188 | 95 | 93 |
Profitability (%) | 43.508 | 43.8356 | 43.1818 | 57.1754 | 56.621 | 57.7273 |
Ratio Avg Win / Avg Loss | 1.1951 | 1.6801 | 0.8786 | 0.7424 | 0.4634 | 1.2223 |
Largest Winning Trade | 84424 | 84424 | 57792 | 790863 | 572511 | 790863 |
Largest Losing Trade | -247673 | -25592 | -247673 | -1722147 | -1722147 | -669450 |
Avg Bars in Trades | 29 | 22 | 36 | 29 | 22 | 36 |
Avg Bars in Winners | 36 | 23 | 49 | 26 | 22 | 29 |
Avg Bars in Losers | 24 | 21 | 26 | 34 | 22 | 45 |
Bars Traded | 13006 | 4977 | 8028 | 13006 | 4977 | 8028 |
Profit Streak | 0 | 43.7196 | 0 | 15.8863 | 0 | 16.2196 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579063 | -185706 | -582833 | -576696 | -579051 | 349204 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 232, "offset": 0, "multiplier": 3.1137 } }, "second_band": { "type": "jma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 232, "offset": 0, "multiplier": 3.1137 } }, "second_band": { "type": "jma", "factors": { "length": 36, "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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