Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855312.4651 | 868229.4692 | -12917.0041 | 47220.1828 | 725139.9951 | -677919.8123 |
Total P&L (%) | 855.3125 | 868.2295 | -12.917 | 47.2202 | 725.14 | -677.9198 |
Avg Daily Profit (%) | 0.479 | 0.4863 | -0.0072 | 0.0217 | 0.1183 | 0 |
Buy And Hold Return (%) | 228.6997 | 228.6997 | 228.6997 | 228.6997 | 228.6997 | 228.6997 |
Max Trade Drawdown | -216225 | -168040 | -107861 | -1655955 | -1287141 | -1268235 |
Profit Factor | 2.2719 | 3.4508 | 0.9594 | 1.0139 | 1.4421 | 0.6156 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 44.7368 | 42.1053 | 47.3684 | 44.7368 | 42.1053 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.8065 | 4.7449 | 1.066 | 1.2524 | 1.9829 | 0.684 |
Largest Winning Trade | 650046 | 650046 | 43580 | 1500853 | 1500853 | 394635 |
Largest Losing Trade | -61891 | -57300 | -61891 | -1071796 | -744995 | -1071796 |
Avg Bars in Trades | 43 | 60 | 26 | 43 | 60 | 26 |
Avg Bars in Winners | 54 | 70 | 40 | 54 | 70 | 40 |
Avg Bars in Losers | 34 | 52 | 14 | 34 | 52 | 14 |
Bars Traded | 3295 | 2280 | 1015 | 3295 | 2280 | 1015 |
Profit Streak | 94.5713 | 95.5713 | 94.5713 | 94.5713 | 95.5713 | 94.5713 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42571 | 438608 | -579284 | -589832 | -38095 | -580951 |
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{ "first_band": { "type": "vwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 225, "offset": 142, "multiplier": 4.20274 } } }
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# | 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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