Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476486.3175 | 346177.4364 | 130308.8811 | 287885.8885 | 159092.6935 | 128793.1949 |
Total P&L (%) | 476.4863 | 346.1774 | 130.3089 | 287.8859 | 159.0927 | 128.7932 |
Avg Daily Profit (%) | 0.2505 | 0.182 | 0.0685 | 0.0713 | 0.0501 | 0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123417 | -112658 | -91801 | -1249741 | -1125930 | -941607 |
Profit Factor | 1.6275 | 1.8653 | 1.3627 | 1.0488 | 1.0529 | 1.0445 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 42.8571 | 43.3333 | 42.3729 | 42.8571 | 43.3333 | 42.3729 |
Ratio Avg Win / Avg Loss | 2.17 | 2.4393 | 1.8533 | 1.3984 | 1.3768 | 1.4205 |
Largest Winning Trade | 144332 | 144332 | 56990 | 512433 | 512433 | 426200 |
Largest Losing Trade | -41761 | -33565 | -41761 | -452199 | -415572 | -452199 |
Avg Bars in Trades | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Winners | 36 | 28 | 45 | 36 | 28 | 45 |
Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
Bars Traded | 3613 | 1726 | 1887 | 3613 | 1726 | 1887 |
Profit Streak | 0 | 0 | 584.9145 | 0 | 0 | 584.9145 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312185 | -160487 | -278967 | -267118 | -459918 | -485443 |
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{ "first_band": { "type": "jma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 212, "offset": 0, "multiplier": 1.47762 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 212, "offset": 0, "multiplier": 1.47762 } } }
# | 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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