Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190267.2866 | 74683.9297 | 115583.3569 | 178385.9834 | 73940.1278 | 104445.8555 |
Total P&L (%) | 190.2673 | 74.6839 | 115.5834 | 178.386 | 73.9401 | 104.4459 |
Avg Daily Profit (%) | 0.2039 | 0.08 | 0.1238 | 0.1098 | 0.0593 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69131 | -61273 | -65524 | -190741 | -169693 | -195890 |
Profit Factor | 1.38 | 1.3435 | 1.408 | 1.1759 | 1.1708 | 1.1797 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 57.6642 | 57.3529 | 57.971 | 57.6642 | 57.3529 | 57.971 |
Ratio Avg Win / Avg Loss | 1.0131 | 0.999 | 1.0208 | 0.8633 | 0.8706 | 0.8553 |
Largest Winning Trade | 42095 | 28730 | 42095 | 96723 | 56285 | 96723 |
Largest Losing Trade | -30576 | -23676 | -30576 | -77111 | -71276 | -77111 |
Avg Bars in Trades | 19 | 13 | 25 | 19 | 13 | 25 |
Avg Bars in Winners | 18 | 11 | 26 | 18 | 11 | 26 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 2635 | 891 | 1744 | 2635 | 891 | 1744 |
Profit Streak | 14.4423 | 0 | 39.7756 | 14.4423 | 0 | 39.7756 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376293 | -195380 | -126324 | -72969 | -255981 | -214555 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 3.08699 } }, "second_band": { "type": "jma", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 3.08699 } }, "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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