Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460222.6648 | 152137.8002 | 308084.8646 | 1510304.1341 | 207489.0081 | 1302815.126 |
Total P&L (%) | 460.2227 | 152.1378 | 308.0849 | 1510.3041 | 207.489 | 1302.8151 |
Avg Daily Profit (%) | 0.3039 | 0.1005 | 0.2034 | 0.1837 | 0.0742 | 0.1745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76690 | -86610 | -82793 | -376645 | -432869 | -276439 |
Profit Factor | 1.7575 | 1.5224 | 1.9739 | 1.6751 | 1.168 | 2.3003 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 67.9389 | 68.1818 | 67.6923 | 67.9389 | 68.1818 | 67.6923 |
Ratio Avg Win / Avg Loss | 0.8294 | 0.7104 | 0.9421 | 0.7905 | 0.5451 | 1.0979 |
Largest Winning Trade | 48645 | 39123 | 48645 | 281109 | 176946 | 281109 |
Largest Losing Trade | -50740 | -50740 | -47859 | -263454 | -245939 | -263454 |
Avg Bars in Trades | 43 | 22 | 65 | 43 | 22 | 65 |
Avg Bars in Winners | 45 | 17 | 74 | 45 | 17 | 74 |
Avg Bars in Losers | 39 | 32 | 46 | 39 | 32 | 46 |
Bars Traded | 5725 | 1487 | 4238 | 5725 | 1487 | 4238 |
Profit Streak | 43.9622 | 43.9622 | 50.4622 | 43.9622 | 43.9622 | 50.4622 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458039 | -180083 | -120199 | 430326 | -252287 | -117733 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 4.30457 } }, "second_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } } }
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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) |
---|