Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297440.9976 | 261286.6248 | 36154.3728 | -46436.7619 | -159.6634 | -46277.0984 |
Total P&L (%) | 297.441 | 261.2866 | 36.1544 | -46.4368 | -0.1597 | -46.2771 |
Avg Daily Profit (%) | 0.1665 | 0.1462 | 0.0202 | -0.0349 | -0.0001 | -0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162925 | -121344 | -101566 | -102157 | -70942 | -68740 |
Profit Factor | 1.3788 | 1.6165 | 1.1001 | 0.8978 | 0.9994 | 0.7742 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 60 | 58.1818 | 61.8182 | 60 | 58.1818 | 61.8182 |
Ratio Avg Win / Avg Loss | 0.9192 | 1.1618 | 0.6795 | 0.5985 | 0.7183 | 0.4782 |
Largest Winning Trade | 88126 | 88126 | 45060 | 51034 | 51034 | 25552 |
Largest Losing Trade | -78492 | -78492 | -52109 | -52109 | -49139 | -52109 |
Avg Bars in Trades | 46 | 69 | 22 | 46 | 69 | 22 |
Avg Bars in Winners | 38 | 54 | 24 | 38 | 54 | 24 |
Avg Bars in Losers | 56 | 90 | 19 | 56 | 90 | 19 |
Bars Traded | 5065 | 3819 | 1246 | 5065 | 3819 | 1246 |
Profit Streak | 138.9021 | 138.9021 | 311.2354 | 138.9021 | 138.9021 | 311.2354 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333685 | -173511 | -457327 | -577742 | -758421 | -757594 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 3.87268 } }, "second_band": { "type": "vwma", "factors": { "length": 130, "offset": 0 } } }
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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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