Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541381.8143 | 444462.2248 | 96919.5895 | -149163.6861 | 135816.938 | -284980.6241 |
Total P&L (%) | 541.3818 | 444.4622 | 96.9196 | -149.1637 | 135.8169 | -284.9806 |
Avg Daily Profit (%) | 0.2865 | 0.2352 | 0.0513 | 0 | 0.0454 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114790 | -88038 | -133967 | -282456 | -36460 | -293694 |
Profit Factor | 1.4341 | 1.8993 | 1.1287 | 0.7519 | 1.8214 | 0.3464 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 130 | 62 | 68 | 99 | 52 | 47 |
Losing Trades | 96 | 51 | 45 | 127 | 61 | 66 |
Profitability (%) | 57.5221 | 54.8673 | 60.177 | 43.8053 | 46.0177 | 41.5929 |
Ratio Avg Win / Avg Loss | 1.059 | 1.5624 | 0.747 | 0.9646 | 2.1366 | 0.4864 |
Largest Winning Trade | 90560 | 90560 | 51120 | 103434 | 103434 | 19238 |
Largest Losing Trade | -102638 | -30616 | -102638 | -223393 | -18573 | -223393 |
Avg Bars in Trades | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Winners | 33 | 24 | 42 | 29 | 24 | 34 |
Avg Bars in Losers | 30 | 22 | 39 | 34 | 22 | 45 |
Bars Traded | 7312 | 2660 | 4652 | 7312 | 2660 | 4652 |
Profit Streak | 42.7748 | 42.7748 | 49.2748 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461724 | 458463 | -203380 | -582004 | -130324 | -584301 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 4.07229 } }, "second_band": { "type": "jma", "factors": { "length": 93, "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) |
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