Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1659056.579 | 1519009.1899 | 140047.389 | 2730634.6581 | 2289584.9225 | 441049.7355 |
Total P&L (%) | 1659.0566 | 1519.0092 | 140.0474 | 2730.6347 | 2289.5849 | 441.0497 |
Avg Daily Profit (%) | 0.718 | 0.6574 | 0.0606 | 0.1448 | 0.1374 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123676 | -71712 | -150813 | -1910454 | -1159141 | -1960421 |
Profit Factor | 2.9944 | 4.6694 | 1.3351 | 1.2547 | 1.4138 | 1.085 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 47.1074 | 45.9016 | 48.3333 | 47.1074 | 45.9016 | 48.3333 |
Ratio Avg Win / Avg Loss | 3.3622 | 5.5032 | 1.4272 | 1.4088 | 1.6663 | 1.1598 |
Largest Winning Trade | 1309470 | 1309470 | 81023 | 2291814 | 2291814 | 825960 |
Largest Losing Trade | -38120 | -38120 | -37652 | -928815 | -655067 | -928815 |
Avg Bars in Trades | 55 | 45 | 64 | 55 | 45 | 64 |
Avg Bars in Winners | 82 | 67 | 97 | 82 | 67 | 97 |
Avg Bars in Losers | 30 | 26 | 34 | 30 | 26 | 34 |
Bars Traded | 6675 | 2778 | 3897 | 6675 | 2778 | 3897 |
Profit Streak | 0 | 0 | 23.5125 | 0 | 0 | 23.5125 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625701 | -143774 | -280978 | -339 | -170514 | -391653 |
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 2.61276 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 2.61276 } } }
# | 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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