Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858449.4317 | 744631.4235 | 113818.0082 | 13219504.0291 | 11867204.3059 | 1352299.7233 |
Total P&L (%) | 858.4494 | 744.6314 | 113.818 | 13219.504 | 11867.2043 | 1352.2997 |
Avg Daily Profit (%) | 0.3433 | 0.2978 | 0.0455 | 0.1958 | 0.1915 | 0.1071 |
Buy And Hold Return (%) | 762.2013 | 762.2013 | 762.2013 | 762.2013 | 762.2013 | 762.2013 |
Max Trade Drawdown | -167643 | -119793 | -57013 | -9869078 | -4779759 | -5864769 |
Profit Factor | 1.8522 | 2.5004 | 1.2227 | 1.3589 | 1.6398 | 1.0739 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Losing Trades | 133 | 62 | 71 | 133 | 62 | 71 |
Profitability (%) | 47.2222 | 50.7937 | 43.6508 | 47.2222 | 50.7937 | 43.6508 |
Ratio Avg Win / Avg Loss | 2.0701 | 2.4223 | 1.5784 | 1.5187 | 1.5886 | 1.3864 |
Largest Winning Trade | 162435 | 162435 | 60829 | 3833548 | 3833548 | 2717870 |
Largest Losing Trade | -35979 | -35979 | -24625 | -2804567 | -2804567 | -2576678 |
Avg Bars in Trades | 19 | 22 | 15 | 19 | 22 | 15 |
Avg Bars in Winners | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Losers | 15 | 19 | 11 | 15 | 19 | 11 |
Bars Traded | 4837 | 2838 | 1999 | 4837 | 2838 | 1999 |
Profit Streak | 11.6267 | 16.1267 | 0 | 11.6267 | 16.1267 | 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 | -112568 | -151400 | -299581 | 385290 | 425103 | -199632 |
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{ "first_band": { "type": "jma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 2.65133 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 2.65133 } } }
# | 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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