Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395630.0935 | 355482.2199 | 40147.8736 | 351375.5262 | 326298.2513 | 25077.2748 |
Total P&L (%) | 395.6301 | 355.4822 | 40.1479 | 351.3755 | 326.2983 | 25.0773 |
Avg Daily Profit (%) | 0.2802 | 0.2518 | 0.0284 | 0.1068 | 0.1028 | 0.0159 |
Buy And Hold Return (%) | 58.0129 | 58.0129 | 58.0129 | 58.0129 | 58.0129 | 58.0129 |
Max Trade Drawdown | -122964 | -99570 | -87670 | -527250 | -371474 | -292479 |
Profit Factor | 1.8409 | 2.3712 | 1.1901 | 1.221 | 1.3863 | 1.0336 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 41.3793 | 40.9091 | 41.8605 | 41.3793 | 40.9091 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.608 | 3.4251 | 1.6529 | 1.7297 | 2.0025 | 1.4356 |
Largest Winning Trade | 132634 | 132634 | 61844 | 254566 | 254566 | 137801 |
Largest Losing Trade | -34155 | -34155 | -29378 | -157041 | -153754 | -157041 |
Avg Bars in Trades | 92 | 81 | 103 | 92 | 81 | 103 |
Avg Bars in Winners | 133 | 124 | 141 | 133 | 124 | 141 |
Avg Bars in Losers | 63 | 51 | 76 | 63 | 51 | 76 |
Bars Traded | 8052 | 3594 | 4458 | 8052 | 3594 | 4458 |
Profit Streak | 476.5032 | 476.5032 | 494.1698 | 476.5032 | 476.5032 | 494.1698 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342733 | 327826 | -333163 | -52473 | -57887 | -523124 |
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{ "first_band": { "type": "vwma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 2.6001 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 2.6001 } } }
# | 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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