Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336299.0593 | 1243450.2882 | 92848.7711 | 5076560.3884 | 1519981.8055 | 3556578.5829 |
Total P&L (%) | 1336.2991 | 1243.4503 | 92.8488 | 5076.5604 | 1519.9818 | 3556.5786 |
Avg Daily Profit (%) | 0.7142 | 0.6646 | 0.0496 | 0.2112 | 0.149 | 0.1925 |
Buy And Hold Return (%) | 527.4783 | 527.4783 | 527.4783 | 527.4783 | 527.4783 | 527.4783 |
Max Trade Drawdown | -160086 | -81638 | -126049 | -4232052 | -3197052 | -2112084 |
Profit Factor | 3.0454 | 4.7555 | 1.2882 | 1.3612 | 1.182 | 1.6233 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 42.3358 | 37.6812 | 47.0588 | 42.3358 | 37.6812 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.1481 | 7.8648 | 1.4492 | 1.854 | 1.9549 | 1.8262 |
Largest Winning Trade | 590133 | 590133 | 58317 | 2928098 | 2928098 | 2180770 |
Largest Losing Trade | -31059 | -28579 | -31059 | -915728 | -915728 | -625023 |
Avg Bars in Trades | 39 | 30 | 49 | 39 | 30 | 49 |
Avg Bars in Winners | 67 | 51 | 80 | 67 | 51 | 80 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 5434 | 2074 | 3360 | 5434 | 2074 | 3360 |
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 | 435848 | -91631 | -403007 | 255030 | -122929 | -99726 |
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{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 1.09196 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 1.09196 } } }
# | 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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