Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455263.0064 | 475428.4251 | -20165.4187 | -27683.0883 | 285835.478 | -313518.5663 |
Total P&L (%) | 455.263 | 475.4284 | -20.1654 | -27.6831 | 285.8355 | -313.5186 |
Avg Daily Profit (%) | 0.2465 | 0.2574 | -0.0109 | -0.0175 | 0.0731 | 0 |
Buy And Hold Return (%) | 15.8902 | 15.8902 | 15.8902 | 15.8902 | 15.8902 | 15.8902 |
Max Trade Drawdown | -158842 | -83793 | -124969 | -773153 | -305783 | -609740 |
Profit Factor | 1.542 | 2.1437 | 0.9525 | 0.9838 | 1.4295 | 0.7003 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 43.299 | 43.75 | 42.8571 | 43.299 | 43.75 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.0193 | 2.7562 | 1.27 | 1.2883 | 1.8379 | 0.9337 |
Largest Winning Trade | 191349 | 191349 | 67501 | 239894 | 239894 | 233172 |
Largest Losing Trade | -77974 | -53815 | -77974 | -574302 | -130682 | -574302 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 49 | 56 | 42 | 49 | 56 | 42 |
Avg Bars in Losers | 22 | 26 | 19 | 22 | 26 | 19 |
Bars Traded | 3344 | 1916 | 1428 | 3344 | 1916 | 1428 |
Profit Streak | 105.4749 | 0 | 263.9749 | 105.4749 | 0 | 263.9749 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320617 | 354509 | -580164 | -580897 | -95653 | -581830 |
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{ "first_band": { "type": "jma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 3.69553 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 3.69553 } } }
# | 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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