Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182104.8312 | 219361.5873 | -37256.7561 | -29135.838 | 177606.4796 | -206742.3175 |
Total P&L (%) | 182.1048 | 219.3616 | -37.2568 | -29.1358 | 177.6065 | -206.7423 |
Avg Daily Profit (%) | 0.1454 | 0.1752 | -0.0298 | -0.0275 | 0.0816 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247339 | -131673 | -151404 | -1068543 | -644746 | -782306 |
Profit Factor | 1.1858 | 1.4304 | 0.9208 | 0.9935 | 1.0762 | 0.9031 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Losing Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Profitability (%) | 45.9459 | 48.3871 | 43.4783 | 45.9459 | 48.3871 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.395 | 1.5258 | 1.1971 | 1.1688 | 1.1479 | 1.174 |
Largest Winning Trade | 93744 | 93744 | 25445 | 275268 | 275268 | 153311 |
Largest Losing Trade | -38310 | -37926 | -38310 | -269475 | -269475 | -203852 |
Avg Bars in Trades | 19 | 24 | 15 | 19 | 24 | 15 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Losers | 18 | 24 | 11 | 18 | 24 | 11 |
Bars Traded | 3636 | 2243 | 1393 | 3636 | 2243 | 1393 |
Profit Streak | 0 | 0 | 15.3562 | 0 | 0 | 15.3562 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15430 | 314841 | -581095 | -579441 | -221443 | -581095 |
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{ "first_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 2.71754 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 2.71754 } } }
# | 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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