Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525026.4701 | 575140.3868 | -50113.9168 | 3977.9602 | 1014780.7709 | -1010802.8107 |
Total P&L (%) | 525.0265 | 575.1404 | -50.1139 | 3.978 | 1014.7808 | -1010.8028 |
Avg Daily Profit (%) | 0.282 | 0.3089 | -0.0269 | 0.0021 | 0.1296 | 0 |
Buy And Hold Return (%) | 212.483 | 212.483 | 212.483 | 212.483 | 212.483 | 212.483 |
Max Trade Drawdown | -183391 | -118332 | -175317 | -901794 | -424898 | -1165734 |
Profit Factor | 1.4113 | 2.0389 | 0.9307 | 1.0009 | 1.6508 | 0.6217 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 46.6292 | 47.191 | 46.0674 | 46.6292 | 47.191 | 46.0674 |
Ratio Avg Win / Avg Loss | 1.6154 | 2.2817 | 1.0896 | 1.1457 | 1.8473 | 0.7278 |
Largest Winning Trade | 176888 | 176888 | 62337 | 375808 | 375808 | 162940 |
Largest Losing Trade | -64329 | -45490 | -64329 | -359694 | -106944 | -359694 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 55 | 53 | 56 | 55 | 53 | 56 |
Avg Bars in Losers | 27 | 32 | 22 | 27 | 32 | 22 |
Bars Traded | 7172 | 3775 | 3397 | 7172 | 3775 | 3397 |
Profit Streak | 10.5488 | 14.2988 | 0 | 10.5488 | 14.2988 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256921 | 311650 | -580956 | -575011 | -18812 | -582623 |
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{ "first_band": { "type": "jma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 3.47957 } } }
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# | 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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