Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891398.909 | 794639.4881 | 96759.4209 | 9202638.1343 | 10804374.4628 | -1601736.3285 |
Total P&L (%) | 891.3989 | 794.6395 | 96.7594 | 9202.6381 | 10804.3745 | -1601.7363 |
Avg Daily Profit (%) | 0.3565 | 0.3178 | 0.0387 | 0.1815 | 0.1878 | 0 |
Buy And Hold Return (%) | 863.3437 | 863.3437 | 863.3437 | 863.3437 | 863.3437 | 863.3437 |
Max Trade Drawdown | -86414 | -67625 | -77481 | -4780310 | -2299268 | -4740902 |
Profit Factor | 1.9649 | 2.6924 | 1.213 | 1.3392 | 1.8661 | 0.8907 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Losing Trades | 133 | 63 | 70 | 133 | 63 | 70 |
Profitability (%) | 45.4918 | 48.3607 | 42.623 | 45.4918 | 48.3607 | 42.623 |
Ratio Avg Win / Avg Loss | 2.3543 | 2.8749 | 1.6329 | 1.6046 | 1.9926 | 1.1991 |
Largest Winning Trade | 310621 | 310621 | 58074 | 7059097 | 7059097 | 1936840 |
Largest Losing Trade | -36914 | -31865 | -36914 | -3474857 | -2201779 | -3474857 |
Avg Bars in Trades | 29 | 34 | 23 | 29 | 34 | 23 |
Avg Bars in Winners | 35 | 42 | 27 | 35 | 42 | 27 |
Avg Bars in Losers | 23 | 26 | 21 | 23 | 26 | 21 |
Bars Traded | 7114 | 4193 | 2921 | 7114 | 4193 | 2921 |
Profit Streak | 71.4273 | 113.0939 | 0 | 71.4273 | 113.0939 | 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 | -142200 | -151901 | -309143 | 348222 | 402150 | -581932 |
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{ "first_band": { "type": "jma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 3.26706 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 3.26706 } } }
# | 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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