Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354754.3989 | 263293.8295 | 91460.5695 | 140892.1201 | 234250.1777 | -93358.0575 |
Total P&L (%) | 354.7544 | 263.2938 | 91.4606 | 140.8921 | 234.2502 | -93.3581 |
Avg Daily Profit (%) | 0.3439 | 0.2553 | 0.0887 | 0.0853 | 0.1171 | -0.2626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228070 | -128849 | -145252 | -251063 | -89171 | -200831 |
Profit Factor | 1.4408 | 1.6676 | 1.2229 | 1.1589 | 1.587 | 0.8085 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 44 | 43 | 45 | 44 | 43 | 45 |
Ratio Avg Win / Avg Loss | 1.8338 | 2.2106 | 1.4946 | 1.475 | 2.1038 | 0.9882 |
Largest Winning Trade | 174038 | 174038 | 47227 | 166788 | 166788 | 47594 |
Largest Losing Trade | -29216 | -21873 | -29216 | -57438 | -33850 | -57438 |
Avg Bars in Trades | 60 | 50 | 70 | 60 | 50 | 70 |
Avg Bars in Winners | 86 | 63 | 108 | 86 | 63 | 108 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 12040 | 5039 | 7001 | 12040 | 5039 | 7001 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346340 | 296723 | -77201 | -126107 | -36793 | -583010 |
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{ "first_band": { "type": "vwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 33, "offset": 0, "multiplier": 2.90335 } } }
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# | 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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