Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4768982.6425 | 143358.0297 | -4912340.6722 | -16059636.1191 | 12826182.6302 | -28885818.7493 |
Total P&L (%) | -4768.9826 | 143.358 | -4912.3407 | -16059.6361 | 12826.1826 | -28885.8187 |
Avg Daily Profit (%) | -2.4282 | 0.073 | -2.5012 | 0 | 0.2479 | 0 |
Buy And Hold Return (%) | 2647.2846 | 2647.2846 | 2647.2846 | 2647.2846 | 2647.2846 | 2647.2846 |
Max Trade Drawdown | -5032099 | -64579 | -5018726 | -51264363 | -15899014 | -38811095 |
Profit Factor | 0.0966 | 1.8539 | 0.0389 | 0.8377 | 1.324 | 0.5135 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 43 | 22 | 21 | 35 | 18 | 17 |
Losing Trades | 24 | 11 | 13 | 32 | 15 | 17 |
Profitability (%) | 64.1791 | 66.6667 | 61.7647 | 52.2388 | 54.5455 | 50 |
Ratio Avg Win / Avg Loss | 0.0539 | 0.9269 | 0.0241 | 0.7659 | 1.1034 | 0.5135 |
Largest Winning Trade | 48995 | 37506 | 48995 | 19904370 | 19904370 | 8299451 |
Largest Losing Trade | -4985002 | -46955 | -4985002 | -34447294 | -8731016 | -34447294 |
Avg Bars in Trades | 53 | 55 | 50 | 53 | 55 | 50 |
Avg Bars in Winners | 28 | 26 | 29 | 57 | 73 | 40 |
Avg Bars in Losers | 97 | 113 | 84 | 48 | 35 | 60 |
Bars Traded | 3554 | 1845 | 1709 | 3554 | 1845 | 1709 |
Profit Streak | 395.3731 | 0 | 625.8731 | 0 | 587.3731 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699354 | -258383 | -577937 | -701487 | 300754 | -580795 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 1.59688 } }, "second_band": { "type": "vwma", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 1.59688 } }, "second_band": { "type": "vwma", "factors": { "length": 226, "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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