Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385700.8757 | 144819.4277 | 240881.448 | 524078.638 | -98340.5343 | 622419.1723 |
Total P&L (%) | 385.7009 | 144.8194 | 240.8814 | 524.0786 | -98.3405 | 622.4192 |
Avg Daily Profit (%) | 0.2307 | 0.0866 | 0.1441 | 0.1096 | -0.2449 | 0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84192 | -128101 | -18621 | -480661 | -488023 | -52066 |
Profit Factor | 2.1961 | 1.5242 | 6.2116 | 1.433 | 0.9065 | 4.9349 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 68.9655 | 58.6207 | 79.3103 | 68.9655 | 58.6207 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.9882 | 1.0759 | 1.6204 | 0.6448 | 0.6399 | 1.2874 |
Largest Winning Trade | 115510 | 115510 | 44041 | 254966 | 254966 | 125517 |
Largest Losing Trade | -59104 | -59104 | -18621 | -334631 | -334631 | -52066 |
Avg Bars in Trades | 79 | 112 | 46 | 79 | 112 | 46 |
Avg Bars in Winners | 54 | 68 | 44 | 54 | 68 | 44 |
Avg Bars in Losers | 134 | 174 | 54 | 134 | 174 | 54 |
Bars Traded | 4612 | 3264 | 1348 | 4612 | 3264 | 1348 |
Profit Streak | 25.3627 | 26.0294 | 25.3627 | 25.3627 | 26.0294 | 25.3627 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166292 | -73761 | 436938 | -222605 | -578696 | -23651 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 83, "multiplier": 3.40044 } }, "second_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 83, "multiplier": 3.40044 } }, "second_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } } }
# | 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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