Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311179.1348 | 126448.5784 | 184730.5564 | 112854.3354 | -45257.9437 | 158112.2792 |
Total P&L (%) | 311.1791 | 126.4486 | 184.7306 | 112.8543 | -45.2579 | 158.1123 |
Avg Daily Profit (%) | 0.2089 | 0.0849 | 0.124 | 0.0507 | -0.0404 | 0.0637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128042 | -72930 | -145703 | -296490 | -200567 | -176913 |
Profit Factor | 1.2049 | 1.168 | 1.2413 | 1.0597 | 0.9536 | 1.1728 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 222 | 110 | 112 | 222 | 110 | 112 |
Losing Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Profitability (%) | 54.2787 | 53.9216 | 54.6341 | 54.2787 | 53.9216 | 54.6341 |
Ratio Avg Win / Avg Loss | 1.015 | 0.9981 | 1.0307 | 0.8926 | 0.8149 | 0.9738 |
Largest Winning Trade | 42300 | 42300 | 31704 | 73718 | 47663 | 73718 |
Largest Losing Trade | -46802 | -23150 | -46802 | -56528 | -56528 | -46802 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5897 | 2903 | 2994 | 5897 | 2903 | 2994 |
Profit Streak | 0 | 15.3328 | 0 | 0 | 15.3328 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366134 | -115161 | -26322 | -278705 | -578896 | -138644 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 2.6194 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 2.6194 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "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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