Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332930.6937 | 338747.39 | -5816.6963 | 14406.5823 | 114090.1855 | -99683.6032 |
Total P&L (%) | 332.9307 | 338.7474 | -5.8167 | 14.4066 | 114.0902 | -99.6836 |
Avg Daily Profit (%) | 0.1775 | 0.1806 | -0.0031 | 0.0072 | 0.0406 | -0.3064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181484 | -126183 | -101437 | -171522 | -81529 | -117507 |
Profit Factor | 1.5121 | 2.0085 | 0.9815 | 1.0301 | 1.4748 | 0.5827 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 42.5287 | 45.4545 | 39.5349 | 42.5287 | 45.4545 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.0433 | 2.4102 | 1.5011 | 1.392 | 1.7697 | 0.8911 |
Largest Winning Trade | 194908 | 194908 | 59164 | 72987 | 72987 | 23658 |
Largest Losing Trade | -46727 | -40714 | -46727 | -64542 | -64542 | -48335 |
Avg Bars in Trades | 120 | 107 | 133 | 120 | 107 | 133 |
Avg Bars in Winners | 194 | 157 | 238 | 194 | 157 | 238 |
Avg Bars in Losers | 65 | 65 | 65 | 65 | 65 | 65 |
Bars Traded | 10474 | 4721 | 5753 | 10474 | 4721 | 5753 |
Profit Streak | 0 | 0 | 81.9468 | 0 | 0 | 81.9468 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260879 | 344261 | -581461 | -402050 | -138124 | -584238 |
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{ "first_band": { "type": "vwma", "factors": { "length": 181, "offset": 93 } }, "second_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.91783 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 181, "offset": 93 } }, "second_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.91783 } } }
# | 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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