Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252254.4587 | 262749.3521 | -10494.8934 | 86585.0596 | 436769.3752 | -350184.3156 |
Total P&L (%) | 252.2545 | 262.7494 | -10.4949 | 86.5851 | 436.7694 | -350.1843 |
Avg Daily Profit (%) | 0.1766 | 0.1839 | -0.0073 | 0.0437 | 0.1177 | 0 |
Buy And Hold Return (%) | 38.8815 | 38.8815 | 38.8815 | 38.8815 | 38.8815 | 38.8815 |
Max Trade Drawdown | -144006 | -77951 | -102961 | -839879 | -359502 | -675983 |
Profit Factor | 1.3666 | 1.807 | 0.9711 | 1.0344 | 1.3869 | 0.7482 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 53.6765 | 57.3529 | 50 | 53.6765 | 57.3529 | 50 |
Ratio Avg Win / Avg Loss | 1.1794 | 1.3437 | 0.9711 | 0.8927 | 1.0313 | 0.7482 |
Largest Winning Trade | 64367 | 64367 | 30410 | 131660 | 131660 | 106997 |
Largest Losing Trade | -56972 | -56972 | -37058 | -323931 | -200705 | -323931 |
Avg Bars in Trades | 18 | 22 | 14 | 18 | 22 | 14 |
Avg Bars in Winners | 19 | 23 | 15 | 19 | 23 | 15 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 2524 | 1510 | 1014 | 2524 | 1510 | 1014 |
Profit Streak | 0 | 68.5596 | 0 | 0 | 68.5596 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312650 | -97752 | -689680 | -323225 | -142644 | -689680 |
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{ "first_band": { "type": "jma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 2.58486 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 2.58486 } } }
# | 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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