Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913339.5042 | 790495.7104 | 122843.7938 | 12572681.5212 | 19389481.1665 | -6816799.6453 |
Total P&L (%) | 913.3395 | 790.4957 | 122.8438 | 12572.6815 | 19389.4812 | -6816.7996 |
Avg Daily Profit (%) | 0.3653 | 0.3161 | 0.0491 | 0.1938 | 0.2111 | 0 |
Buy And Hold Return (%) | 803.4377 | 803.4377 | 803.4377 | 803.4377 | 803.4377 | 803.4377 |
Max Trade Drawdown | -106024 | -73264 | -68507 | -8463004 | -4747613 | -9374852 |
Profit Factor | 2.1419 | 2.9247 | 1.3157 | 1.2552 | 1.8424 | 0.7402 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Profitability (%) | 49.1018 | 51.1905 | 46.988 | 49.1018 | 51.1905 | 46.988 |
Ratio Avg Win / Avg Loss | 2.2202 | 2.7887 | 1.4843 | 1.3012 | 1.7567 | 0.8351 |
Largest Winning Trade | 279507 | 279507 | 59341 | 13963317 | 13963317 | 2529135 |
Largest Losing Trade | -46042 | -46042 | -33371 | -6326924 | -2824578 | -6326924 |
Avg Bars in Trades | 27 | 34 | 20 | 27 | 34 | 20 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 25 | 36 | 15 | 25 | 36 | 15 |
Bars Traded | 4609 | 2874 | 1735 | 4609 | 2874 | 1735 |
Profit Streak | 60.1867 | 78.6867 | 0 | 60.1867 | 78.6867 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108333 | -150374 | -294126 | 329715 | 447010 | -582003 |
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{ "first_band": { "type": "jma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 238, "offset": 0, "multiplier": 3.41155 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 238, "offset": 0, "multiplier": 3.41155 } } }
# | 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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