Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812596.1994 | 689888.855 | 122707.3444 | 11988738.1589 | 10152193.0741 | 1836545.0848 |
Total P&L (%) | 812.5962 | 689.8889 | 122.7073 | 11988.7382 | 10152.1931 | 1836.5451 |
Avg Daily Profit (%) | 0.325 | 0.2759 | 0.0491 | 0.1919 | 0.1853 | 0.1186 |
Buy And Hold Return (%) | 841.7005 | 841.7005 | 841.7005 | 841.7005 | 841.7005 | 841.7005 |
Max Trade Drawdown | -100086 | -74662 | -62126 | -5206825 | -3193065 | -4011609 |
Profit Factor | 2.0556 | 2.7631 | 1.3242 | 1.5141 | 1.8989 | 1.1527 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Losing Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Profitability (%) | 51.1236 | 53.9326 | 48.3146 | 51.1236 | 53.9326 | 48.3146 |
Ratio Avg Win / Avg Loss | 1.9652 | 2.3602 | 1.4166 | 1.4475 | 1.622 | 1.2331 |
Largest Winning Trade | 147892 | 147892 | 63217 | 3317827 | 3317827 | 2316062 |
Largest Losing Trade | -45787 | -45787 | -27595 | -1992812 | -1992812 | -1788629 |
Avg Bars in Trades | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Winners | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Losers | 24 | 32 | 16 | 24 | 32 | 16 |
Bars Traded | 4692 | 2848 | 1844 | 4692 | 2848 | 1844 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151408 | -151624 | -293615 | 385794 | 421595 | -93204 |
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{ "first_band": { "type": "jma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 3.23959 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 3.23959 } } }
# | 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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