Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534562.7966 | 323343.5859 | 211219.2107 | 1966574.6195 | 930563.9742 | 1036010.6454 |
Total P&L (%) | 534.5628 | 323.3436 | 211.2192 | 1966.5746 | 930.564 | 1036.0106 |
Avg Daily Profit (%) | 0.5225 | 0.3161 | 0.2065 | 0.2965 | 0.2283 | 0.2378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108609 | -103273 | -68702 | -474254 | -527106 | -352031 |
Profit Factor | 1.5884 | 1.6397 | 1.5241 | 1.5047 | 1.409 | 1.6389 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 133 | 60 | 73 | 133 | 60 | 73 |
Losing Trades | 121 | 67 | 54 | 121 | 67 | 54 |
Profitability (%) | 52.3622 | 47.2441 | 57.4803 | 52.3622 | 47.2441 | 57.4803 |
Ratio Avg Win / Avg Loss | 1.4451 | 1.831 | 1.1274 | 1.3689 | 1.5734 | 1.2124 |
Largest Winning Trade | 152860 | 152860 | 29154 | 670917 | 670917 | 411290 |
Largest Losing Trade | -35681 | -23850 | -35681 | -237445 | -216710 | -237445 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 5948 | 3200 | 2748 | 5948 | 3200 | 2748 |
Profit Streak | 5.2003 | 0 | 59.5336 | 5.2003 | 0 | 59.5336 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549598 | 385452 | 420170 | 461625 | 328670 | 464229 |
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{ "first_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 2.59936 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 2.59936 } } }
# | 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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