Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820440.4763 | 722897.2747 | 97543.2017 | 7334261.87 | 12407935.8917 | -5073674.0217 |
Total P&L (%) | 820.4405 | 722.8973 | 97.5432 | 7334.2619 | 12407.9359 | -5073.674 |
Avg Daily Profit (%) | 0.3281 | 0.2891 | 0.039 | 0.1725 | 0.1933 | 0 |
Buy And Hold Return (%) | 712.3996 | 712.3996 | 712.3996 | 712.3996 | 712.3996 | 712.3996 |
Max Trade Drawdown | -138232 | -76742 | -104947 | -16674322 | -8652316 | -9558133 |
Profit Factor | 1.6996 | 2.2487 | 1.1643 | 1.165 | 1.5647 | 0.7742 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Losing Trades | 164 | 79 | 85 | 164 | 79 | 85 |
Profitability (%) | 48.75 | 50.625 | 46.875 | 48.75 | 50.625 | 46.875 |
Ratio Avg Win / Avg Loss | 1.7867 | 2.1932 | 1.3195 | 1.2248 | 1.526 | 0.8774 |
Largest Winning Trade | 175643 | 175643 | 50987 | 6277567 | 6277567 | 2732748 |
Largest Losing Trade | -44940 | -31363 | -44940 | -6803132 | -5308417 | -6803132 |
Avg Bars in Trades | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Winners | 38 | 40 | 35 | 38 | 40 | 35 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 9764 | 5204 | 4560 | 9764 | 5204 | 4560 |
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 | -105054 | -147749 | -347071 | -30012 | 401648 | -581432 |
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{ "first_band": { "type": "jma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 2.96323 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 2.96323 } } }
# | 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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