Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605532.6388 | 404634.7856 | 200897.8532 | 1310340.5509 | 9849.2434 | 1300491.3075 |
Total P&L (%) | 605.5326 | 404.6348 | 200.8979 | 1310.3406 | 9.8492 | 1300.4913 |
Avg Daily Profit (%) | 0.3183 | 0.2127 | 0.1056 | 0.1392 | 0.0049 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107578 | -155072 | -83866 | -2280105 | -2577740 | -1167731 |
Profit Factor | 1.8913 | 2.0128 | 1.7179 | 1.1468 | 1.0019 | 1.3396 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 54.3307 | 50 | 58.7302 | 54.3307 | 50 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.5898 | 2.0128 | 1.2072 | 0.964 | 1.0019 | 0.9413 |
Largest Winning Trade | 183007 | 183007 | 38359 | 1282006 | 1282006 | 697326 |
Largest Losing Trade | -40765 | -29706 | -40765 | -810253 | -594235 | -810253 |
Avg Bars in Trades | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Winners | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 5561 | 2851 | 2710 | 5561 | 2851 | 2710 |
Profit Streak | 0 | 0 | 588.2104 | 0 | 0 | 588.2104 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487354 | -127625 | -194443 | -66575 | -709581 | -153197 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 4.00718 } }, "second_band": { "type": "jma", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 4.00718 } }, "second_band": { "type": "jma", "factors": { "length": 103, "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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