Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541521.8572 | 330656.4054 | 210865.4518 | 2034382.3383 | 1834594.0757 | 199788.2626 |
Total P&L (%) | 541.5219 | 330.6564 | 210.8655 | 2034.3823 | 1834.5941 | 199.7883 |
Avg Daily Profit (%) | 0.3215 | 0.1963 | 0.1252 | 0.1819 | 0.176 | 0.0652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97200 | -124502 | -76927 | -3989248 | -1398211 | -2962445 |
Profit Factor | 1.5177 | 1.6447 | 1.3956 | 1.1586 | 1.3092 | 1.029 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Losing Trades | 194 | 102 | 92 | 194 | 102 | 92 |
Profitability (%) | 44.4126 | 41.7143 | 47.1264 | 44.4126 | 41.7143 | 47.1264 |
Ratio Avg Win / Avg Loss | 1.8996 | 2.2981 | 1.5658 | 1.4502 | 1.8293 | 1.1545 |
Largest Winning Trade | 91834 | 91834 | 57542 | 1612921 | 1612921 | 857299 |
Largest Losing Trade | -26901 | -16252 | -26901 | -611763 | -341139 | -611763 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 9885 | 5210 | 4675 | 9885 | 5210 | 4675 |
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 | 415135 | 292348 | -24588 | -38222 | 234023 | -294986 |
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{ "first_band": { "type": "jma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 1.42095 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 1.42095 } } }
# | 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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