Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737340.7511 | 453426.7651 | 283913.986 | 4092482.4562 | 2386674.712 | 1705807.7442 |
Total P&L (%) | 737.3408 | 453.4268 | 283.914 | 4092.4825 | 2386.6747 | 1705.8077 |
Avg Daily Profit (%) | 0.5008 | 0.3079 | 0.1928 | 0.254 | 0.2185 | 0.1967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96599 | -103133 | -107755 | -8805372 | -5678394 | -3498741 |
Profit Factor | 1.442 | 1.531 | 1.3486 | 1.0934 | 1.1028 | 1.0828 |
Total Trades | 551 | 276 | 275 | 551 | 276 | 275 |
Winning Trades | 279 | 136 | 143 | 279 | 136 | 143 |
Losing Trades | 272 | 140 | 132 | 272 | 140 | 132 |
Profitability (%) | 50.6352 | 49.2754 | 52 | 50.6352 | 49.2754 | 52 |
Ratio Avg Win / Avg Loss | 1.4058 | 1.5761 | 1.2449 | 1.0659 | 1.1352 | 0.9995 |
Largest Winning Trade | 146498 | 146498 | 33043 | 3001460 | 3001460 | 1637231 |
Largest Losing Trade | -51152 | -23858 | -51152 | -3063180 | -1758377 | -3063180 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Losers | 24 | 29 | 19 | 24 | 29 | 19 |
Bars Traded | 17396 | 9213 | 8183 | 17396 | 9213 | 8183 |
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 | 522765 | 423246 | 336984 | -106369 | -98675 | -121730 |
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{ "first_band": { "type": "jma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 2.91602 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 2.91602 } } }
# | 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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