Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507469.2815 | 403258.8271 | 104210.4544 | 318091.5564 | -205949.7482 | 524041.3046 |
Total P&L (%) | 507.4693 | 403.2588 | 104.2105 | 318.0916 | -205.9497 | 524.0413 |
Avg Daily Profit (%) | 0.2029 | 0.1612 | 0.0417 | 0.0572 | 0 | 0.0732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94897 | -105809 | -81603 | -597479 | -793916 | -281485 |
Profit Factor | 1.6109 | 1.8613 | 1.2875 | 1.1019 | 0.9028 | 1.5219 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 45.1613 | 46.7742 | 43.5484 | 45.1613 | 46.7742 | 43.5484 |
Ratio Avg Win / Avg Loss | 1.9561 | 2.118 | 1.6689 | 1.338 | 1.0273 | 1.9728 |
Largest Winning Trade | 192460 | 192460 | 38297 | 379848 | 379848 | 210499 |
Largest Losing Trade | -50506 | -50506 | -48921 | -320216 | -320216 | -96489 |
Avg Bars in Trades | 38 | 50 | 26 | 38 | 50 | 26 |
Avg Bars in Winners | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Losers | 34 | 51 | 18 | 34 | 51 | 18 |
Bars Traded | 4738 | 3107 | 1631 | 4738 | 3107 | 1631 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344112 | -144612 | -292831 | -226569 | -734546 | -248894 |
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{ "first_band": { "type": "jma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 242, "offset": 0, "multiplier": 3.35657 } } }
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# | 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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