Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795727.9687 | 719632.05 | 76095.9187 | 5702842.6433 | 7317971.2144 | -1615128.5711 |
Total P&L (%) | 795.728 | 719.6321 | 76.0959 | 5702.8426 | 7317.9712 | -1615.1286 |
Avg Daily Profit (%) | 0.3182 | 0.2878 | 0.0304 | 0.1625 | 0.1724 | 0 |
Buy And Hold Return (%) | 752.8399 | 752.8399 | 752.8399 | 752.8399 | 752.8399 | 752.8399 |
Max Trade Drawdown | -172650 | -124926 | -65159 | -7172811 | -3061311 | -4463848 |
Profit Factor | 1.7682 | 2.3871 | 1.1472 | 1.2249 | 1.614 | 0.8798 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 45.122 | 45.5285 | 44.7154 | 45.122 | 45.5285 | 44.7154 |
Ratio Avg Win / Avg Loss | 2.1506 | 2.856 | 1.4184 | 1.4897 | 1.931 | 1.0878 |
Largest Winning Trade | 161498 | 161498 | 58439 | 2586905 | 2586905 | 1767744 |
Largest Losing Trade | -37442 | -37442 | -35893 | -3511442 | -1781430 | -3511442 |
Avg Bars in Trades | 19 | 23 | 16 | 19 | 23 | 16 |
Avg Bars in Winners | 24 | 27 | 20 | 24 | 27 | 20 |
Avg Bars in Losers | 15 | 19 | 12 | 15 | 19 | 12 |
Bars Traded | 4839 | 2858 | 1981 | 4839 | 2858 | 1981 |
Profit Streak | 9.7558 | 29.7558 | 0 | 9.7558 | 29.7558 | 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 | -135320 | -153591 | -378619 | 276289 | 349499 | -581116 |
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{ "first_band": { "type": "jma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 62, "offset": 0, "multiplier": 2.69349 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 62, "offset": 0, "multiplier": 2.69349 } } }
# | 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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