Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5464838.3339 | 176828.438 | -5641666.772 | -30567804.3494 | 30109036.9664 | -60676841.3158 |
Total P&L (%) | -5464.8383 | 176.8284 | -5641.6668 | -30567.8043 | 30109.037 | -60676.8413 |
Avg Daily Profit (%) | -2.4028 | 0.0778 | -2.4806 | 0 | 0.2514 | 0 |
Buy And Hold Return (%) | 10417.3516 | 10417.3516 | 10417.3516 | 10417.3516 | 10417.3516 | 10417.3516 |
Max Trade Drawdown | -5701338 | -54029 | -5690525 | -85886833 | -11695042 | -93075175 |
Profit Factor | 0.1108 | 2.0592 | 0.0563 | 0.7521 | 2.6233 | 0.4209 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 45 | 22 | 23 | 46 | 24 | 22 |
Losing Trades | 25 | 13 | 12 | 24 | 11 | 13 |
Profitability (%) | 64.2857 | 62.8571 | 65.7143 | 65.7143 | 68.5714 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.0615 | 1.2168 | 0.0294 | 0.3924 | 1.2024 | 0.2487 |
Largest Winning Trade | 78348 | 78348 | 37638 | 9320001 | 8215023 | 9320001 |
Largest Losing Trade | -5462320 | -32274 | -5462320 | -56075586 | -11079445 | -56075586 |
Avg Bars in Trades | 92 | 107 | 76 | 92 | 107 | 76 |
Avg Bars in Winners | 85 | 112 | 59 | 94 | 113 | 73 |
Avg Bars in Losers | 104 | 99 | 110 | 88 | 94 | 82 |
Bars Traded | 6452 | 3765 | 2687 | 6452 | 3765 | 2687 |
Profit Streak | 15.421 | 44.7544 | 0 | 0 | 0 | 48.0877 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676843 | -249901 | -578750 | -677240 | 416098 | -578559 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 226, "offset": 0, "multiplier": 3.778 } }, "second_band": { "type": "vwma", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 226, "offset": 0, "multiplier": 3.778 } }, "second_band": { "type": "vwma", "factors": { "length": 245, "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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