Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748066.5457 | 742009.0256 | 6057.5201 | 941426.406 | 4789635.2502 | -3848208.8441 |
Total P&L (%) | 748.0665 | 742.009 | 6.0575 | 941.4264 | 4789.6353 | -3848.2088 |
Avg Daily Profit (%) | 0.2992 | 0.2968 | 0.0024 | 0.0938 | 0.1557 | 0 |
Buy And Hold Return (%) | 687.9828 | 687.9828 | 687.9828 | 687.9828 | 687.9828 | 687.9828 |
Max Trade Drawdown | -200306 | -101797 | -140937 | -7779337 | -3018983 | -5049313 |
Profit Factor | 1.6136 | 2.2337 | 1.0098 | 1.0579 | 1.6409 | 0.5616 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Losing Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Profitability (%) | 45.9184 | 45.5782 | 46.2585 | 45.9184 | 45.5782 | 46.2585 |
Ratio Avg Win / Avg Loss | 1.9005 | 2.6671 | 1.1732 | 1.246 | 1.9592 | 0.6524 |
Largest Winning Trade | 332765 | 332765 | 54358 | 6176967 | 6176967 | 557633 |
Largest Losing Trade | -45754 | -31822 | -45754 | -2812404 | -1306964 | -2812404 |
Avg Bars in Trades | 33 | 35 | 30 | 33 | 35 | 30 |
Avg Bars in Winners | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 9791 | 5241 | 4550 | 9791 | 5241 | 4550 |
Profit Streak | 0 | 0 | 15.3026 | 0 | 0 | 15.3026 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126716 | -130114 | -566129 | -275384 | 318830 | -581814 |
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{ "first_band": { "type": "jma", "factors": { "length": 139, "offset": 15 } }, "second_band": { "type": "supertrend", "factors": { "length": 107, "offset": 0, "multiplier": 3.29946 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 139, "offset": 15 } }, "second_band": { "type": "supertrend", "factors": { "length": 107, "offset": 0, "multiplier": 3.29946 } } }
# | 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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