Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181452.6229 | -9365.5956 | 190818.2185 | 69983.4052 | -24005.2984 | 93988.7036 |
Total P&L (%) | 181.4526 | -9.3656 | 190.8182 | 69.9834 | -24.0053 | 93.9887 |
Avg Daily Profit (%) | 0.1759 | -0.0091 | 0.185 | 0.0514 | -0.0266 | 0.0642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71020 | -62726 | -57112 | -166205 | -116324 | -161686 |
Profit Factor | 1.3039 | 0.9656 | 1.5879 | 1.0645 | 0.9459 | 1.1464 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 60.4651 | 58.4615 | 62.5 | 60.4651 | 58.4615 | 62.5 |
Ratio Avg Win / Avg Loss | 0.8525 | 0.6861 | 0.9527 | 0.696 | 0.6721 | 0.6879 |
Largest Winning Trade | 41592 | 31560 | 41592 | 76450 | 35361 | 76450 |
Largest Losing Trade | -40332 | -27343 | -40332 | -114706 | -43128 | -114706 |
Avg Bars in Trades | 22 | 14 | 30 | 22 | 14 | 30 |
Avg Bars in Winners | 19 | 8 | 29 | 19 | 8 | 29 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 2902 | 951 | 1951 | 2902 | 951 | 1951 |
Profit Streak | 6.7783 | 26.1116 | 6.7783 | 6.7783 | 26.1116 | 6.7783 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338581 | -710065 | -129204 | -271929 | -710065 | -305138 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 248, "offset": 0, "multiplier": 2.88349 } }, "second_band": { "type": "jma", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 248, "offset": 0, "multiplier": 2.88349 } }, "second_band": { "type": "jma", "factors": { "length": 136, "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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