Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620038.821 | 408995.4986 | 211043.3224 | 1547074.7152 | 230840.6005 | 1316234.1147 |
Total P&L (%) | 620.0388 | 408.9955 | 211.0433 | 1547.0747 | 230.8406 | 1316.2341 |
Avg Daily Profit (%) | 0.4195 | 0.2767 | 0.1428 | 0.1897 | 0.081 | 0.1795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70016 | -111600 | -50802 | -1102237 | -722318 | -779250 |
Profit Factor | 2.2602 | 2.4149 | 2.04 | 1.4137 | 1.1088 | 1.8133 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 48.2759 | 43.1818 | 53.4884 | 48.2759 | 43.1818 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.4217 | 3.1775 | 1.7739 | 1.5147 | 1.459 | 1.5768 |
Largest Winning Trade | 268207 | 268207 | 62066 | 669702 | 669702 | 559709 |
Largest Losing Trade | -36362 | -36362 | -33775 | -461546 | -292990 | -461546 |
Avg Bars in Trades | 65 | 49 | 80 | 65 | 49 | 80 |
Avg Bars in Winners | 98 | 77 | 115 | 98 | 77 | 115 |
Avg Bars in Losers | 33 | 28 | 40 | 33 | 28 | 40 |
Bars Traded | 5664 | 2187 | 3478 | 5664 | 2187 | 3478 |
Profit Streak | 0 | 0 | 46.59 | 0 | 0 | 46.59 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496016 | 370246 | 121648 | 338468 | -188216 | 476058 |
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{ "first_band": { "type": "vwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 3.08652 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 3.08652 } } }
# | 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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