Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325110.0495 | 385409.0723 | -60299.0228 | -100446.5093 | -305387.3991 | 204940.8898 |
Total P&L (%) | 325.1101 | 385.4091 | -60.299 | -100.4465 | -305.3874 | 204.9409 |
Avg Daily Profit (%) | 0.1742 | 0.2065 | -0.0323 | 0 | 0 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204838 | -119405 | -209076 | -4091172 | -3064678 | -1912120 |
Profit Factor | 1.1255 | 1.3327 | 0.9579 | 0.9946 | 0.9673 | 1.0223 |
Total Trades | 735 | 367 | 368 | 735 | 367 | 368 |
Winning Trades | 416 | 207 | 209 | 326 | 165 | 161 |
Losing Trades | 319 | 160 | 159 | 409 | 202 | 207 |
Profitability (%) | 56.5986 | 56.4033 | 56.7935 | 44.3537 | 44.9591 | 43.75 |
Ratio Avg Win / Avg Loss | 0.863 | 1.0301 | 0.7288 | 1.2478 | 1.1843 | 1.3144 |
Largest Winning Trade | 53798 | 39531 | 53798 | 1407667 | 1111264 | 1407667 |
Largest Losing Trade | -142828 | -47158 | -142828 | -782587 | -341747 | -782587 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 8 | 7 | 9 | 12 | 12 | 11 |
Avg Bars in Losers | 11 | 12 | 11 | 8 | 7 | 8 |
Bars Traded | 7307 | 3562 | 3745 | 7307 | 3562 | 3745 |
Profit Streak | 17.0145 | 21.5145 | 17.0145 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69782 | 428344 | -576772 | -577189 | -579430 | -309927 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 1.06413 } }, "second_band": { "type": "vwma", "factors": { "length": 23, "offset": 0 } } }
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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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