Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800858.914 | 710561.5476 | 90297.3664 | 7201618.2303 | 8651721.9876 | -1450103.7572 |
Total P&L (%) | 800.8589 | 710.5615 | 90.2974 | 7201.6182 | 8651.722 | -1450.1038 |
Avg Daily Profit (%) | 0.3203 | 0.2842 | 0.0361 | 0.1718 | 0.179 | 0 |
Buy And Hold Return (%) | 817.9091 | 817.9091 | 817.9091 | 817.9091 | 817.9091 | 817.9091 |
Max Trade Drawdown | -118204 | -104848 | -76633 | -6430466 | -4097251 | -3680162 |
Profit Factor | 1.7539 | 2.3011 | 1.1749 | 1.2602 | 1.5956 | 0.8897 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Losing Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Profitability (%) | 49.2308 | 50 | 48.4615 | 49.2308 | 50 | 48.4615 |
Ratio Avg Win / Avg Loss | 1.8087 | 2.3011 | 1.2495 | 1.2996 | 1.5956 | 0.9462 |
Largest Winning Trade | 167032 | 167032 | 54661 | 3119256 | 3119256 | 2038653 |
Largest Losing Trade | -43254 | -43254 | -29127 | -2551708 | -1675622 | -2551708 |
Avg Bars in Trades | 37 | 44 | 30 | 37 | 44 | 30 |
Avg Bars in Winners | 43 | 49 | 36 | 43 | 49 | 36 |
Avg Bars in Losers | 31 | 38 | 24 | 31 | 38 | 24 |
Bars Traded | 9675 | 5729 | 3946 | 9675 | 5729 | 3946 |
Profit Streak | 23.0108 | 23.0108 | 76.2608 | 23.0108 | 23.0108 | 76.2608 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151287 | -152301 | -337965 | 350492 | 403088 | -580214 |
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{ "first_band": { "type": "jma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 3.96184 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 3.96184 } } }
# | 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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