Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803229.2551 | 748845.1788 | 54384.0763 | 3881328.2794 | 4789688.8524 | -908360.573 |
Total P&L (%) | 803.2293 | 748.8452 | 54.3841 | 3881.3283 | 4789.6889 | -908.3606 |
Avg Daily Profit (%) | 0.3212 | 0.2995 | 0.0218 | 0.1475 | 0.1557 | 0 |
Buy And Hold Return (%) | 769.2955 | 769.2955 | 769.2955 | 769.2955 | 769.2955 | 769.2955 |
Max Trade Drawdown | -108650 | -83012 | -108911 | -2126855 | -1757513 | -2638341 |
Profit Factor | 1.8947 | 2.6675 | 1.1212 | 1.2564 | 1.6433 | 0.882 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Losing Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Profitability (%) | 49.7382 | 54.7368 | 44.7917 | 49.7382 | 54.7368 | 44.7917 |
Ratio Avg Win / Avg Loss | 1.9147 | 2.2058 | 1.382 | 1.2696 | 1.3589 | 1.0871 |
Largest Winning Trade | 245612 | 245612 | 68030 | 2020396 | 2020396 | 695871 |
Largest Losing Trade | -38250 | -32411 | -38250 | -1103740 | -925944 | -1103740 |
Avg Bars in Trades | 37 | 50 | 25 | 37 | 50 | 25 |
Avg Bars in Winners | 44 | 51 | 37 | 44 | 51 | 37 |
Avg Bars in Losers | 31 | 49 | 16 | 31 | 49 | 16 |
Bars Traded | 7239 | 4782 | 2457 | 7239 | 4782 | 2457 |
Profit Streak | 13.281 | 0 | 64.6143 | 13.281 | 0 | 64.6143 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137880 | -151487 | -417430 | 152535 | 340459 | -579771 |
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{ "first_band": { "type": "jma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 4.42385 } } }
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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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