Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405728.6195 | 410030.8564 | -4302.2369 | -48675.7753 | 291464.2056 | -340139.9809 |
Total P&L (%) | 405.7286 | 410.0309 | -4.3022 | -48.6758 | 291.4642 | -340.14 |
Avg Daily Profit (%) | 0.1678 | 0.1696 | -0.0018 | -0.0276 | 0.0565 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198833 | -130450 | -117892 | -682303 | -396360 | -464589 |
Profit Factor | 1.2607 | 1.4692 | 0.9937 | 0.9785 | 1.2558 | 0.697 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 166 | 85 | 81 | 166 | 85 | 81 |
Profitability (%) | 44.6667 | 43.3333 | 46 | 44.6667 | 43.3333 | 46 |
Ratio Avg Win / Avg Loss | 1.5617 | 1.9212 | 1.1665 | 1.2122 | 1.6421 | 0.8182 |
Largest Winning Trade | 204400 | 204400 | 61377 | 230006 | 230006 | 161276 |
Largest Losing Trade | -49587 | -49587 | -46928 | -201846 | -170442 | -201846 |
Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Winners | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Losers | 25 | 30 | 19 | 25 | 30 | 19 |
Bars Traded | 9462 | 5399 | 4063 | 9462 | 5399 | 4063 |
Profit Streak | 11.2784 | 11.2784 | 20.2784 | 11.2784 | 11.2784 | 20.2784 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319926 | 283097 | -578689 | -578524 | -118333 | -580355 |
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{ "first_band": { "type": "jma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 91, "offset": 0, "multiplier": 2.75241 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 91, "offset": 0, "multiplier": 2.75241 } } }
# | 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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