Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192490.2516 | 1100797.2588 | 91692.9928 | 313663.1388 | 158869.9798 | 154793.159 |
Total P&L (%) | 1192.4903 | 1100.7973 | 91.693 | 313.6631 | 158.87 | 154.7932 |
Avg Daily Profit (%) | 0.5059 | 0.467 | 0.0389 | 0.0603 | 0.0404 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121291 | -54604 | -145691 | -819132 | -384681 | -757305 |
Profit Factor | 2.7076 | 4.9112 | 1.2199 | 1.1234 | 1.1596 | 1.1001 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 50 | 53.0612 | 46.9388 | 50 | 53.0612 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.7076 | 4.3446 | 1.3791 | 1.1234 | 1.0258 | 1.2436 |
Largest Winning Trade | 1075851 | 1075851 | 58355 | 463225 | 463225 | 341052 |
Largest Losing Trade | -54382 | -32542 | -54382 | -545808 | -181348 | -545808 |
Avg Bars in Trades | 69 | 50 | 87 | 69 | 50 | 87 |
Avg Bars in Winners | 92 | 57 | 133 | 92 | 57 | 133 |
Avg Bars in Losers | 45 | 43 | 46 | 45 | 43 | 46 |
Bars Traded | 6768 | 2496 | 4272 | 6768 | 2496 | 4272 |
Profit Streak | 47.5578 | 47.5578 | 73.5578 | 47.5578 | 47.5578 | 73.5578 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 632424 | 703151 | -141470 | -195496 | -182452 | -250440 |
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{ "first_band": { "type": "vwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 2.9577 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 2.9577 } } }
# | 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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