Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369809.4349 | 248078.7401 | 121730.6948 | 197199.2795 | 970518.5651 | -773319.2856 |
Total P&L (%) | 369.8094 | 248.0787 | 121.7307 | 197.1993 | 970.5186 | -773.3193 |
Avg Daily Profit (%) | 0.2585 | 0.1734 | 0.0851 | 0.0762 | 0.1658 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234295 | -92896 | -185303 | -2847306 | -1043171 | -2431233 |
Profit Factor | 1.2779 | 1.3381 | 1.2039 | 1.0228 | 1.2351 | 0.8283 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Losing Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Profitability (%) | 53.4483 | 53.202 | 53.6946 | 53.4483 | 53.202 | 53.6946 |
Ratio Avg Win / Avg Loss | 1.113 | 1.1771 | 1.0383 | 0.8909 | 1.0864 | 0.7144 |
Largest Winning Trade | 46403 | 46403 | 17677 | 531643 | 531643 | 293313 |
Largest Losing Trade | -60674 | -60674 | -45266 | -691970 | -691970 | -565867 |
Avg Bars in Trades | 20 | 23 | 18 | 20 | 23 | 18 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 18 | 22 | 15 | 18 | 22 | 15 |
Bars Traded | 8472 | 4695 | 3776 | 8472 | 4695 | 3776 |
Profit Streak | 9.0232 | 18.8565 | 9.0232 | 9.0232 | 18.8565 | 9.0232 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433157 | 359139 | -77941 | -284371 | 349144 | -578846 |
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{ "first_band": { "type": "jma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 42, "offset": 0, "multiplier": 3.11277 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 42, "offset": 0, "multiplier": 3.11277 } } }
# | 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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