Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843991.6363 | 920408.6707 | -76417.0344 | -17947.002 | 7249629.152 | -7267576.154 |
Total P&L (%) | 843.9916 | 920.4087 | -76.417 | -17.947 | 7249.6292 | -7267.5762 |
Avg Daily Profit (%) | 0.3812 | 0.4157 | -0.0345 | -0.0089 | 0.1943 | 0 |
Buy And Hold Return (%) | 254.0056 | 254.0056 | 254.0056 | 254.0056 | 254.0056 | 254.0056 |
Max Trade Drawdown | -378910 | -188764 | -274529 | -10080369 | -3744010 | -7548546 |
Profit Factor | 1.7533 | 2.8572 | 0.8777 | 0.9986 | 2.6523 | 0.1339 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Losing Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Profitability (%) | 43.1138 | 46.988 | 39.2857 | 43.1138 | 46.988 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.3134 | 3.2236 | 1.3564 | 1.3176 | 2.9924 | 0.2069 |
Largest Winning Trade | 735738 | 735738 | 51147 | 8905256 | 8905256 | 170354 |
Largest Losing Trade | -59346 | -45581 | -59346 | -4350758 | -2201368 | -4350758 |
Avg Bars in Trades | 38 | 43 | 34 | 38 | 43 | 34 |
Avg Bars in Winners | 52 | 47 | 58 | 52 | 47 | 58 |
Avg Bars in Losers | 27 | 39 | 18 | 27 | 39 | 18 |
Bars Traded | 6435 | 3579 | 2856 | 6435 | 3579 | 2856 |
Profit Streak | 13.6356 | 0 | 14.6356 | 13.6356 | 0 | 14.6356 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319825 | 405934 | -583017 | -580313 | 415606 | -584684 |
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{ "first_band": { "type": "jma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 180, "offset": 0, "multiplier": 2.54133 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 180, "offset": 0, "multiplier": 2.54133 } } }
# | 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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