Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510376.1383 | 383637.6347 | 126738.5036 | -202539.2475 | 48730.4237 | -251269.6712 |
Total P&L (%) | 510.3761 | 383.6376 | 126.7385 | -202.5392 | 48.7304 | -251.2697 |
Avg Daily Profit (%) | 0.2703 | 0.2032 | 0.0671 | 0 | 0.021 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126056 | -59420 | -144832 | -300294 | -102317 | -315959 |
Profit Factor | 1.5688 | 1.8958 | 1.2702 | 0.8044 | 1.1075 | 0.5684 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 110 | 49 | 61 | 60 | 37 | 23 |
Losing Trades | 57 | 34 | 23 | 107 | 46 | 61 |
Profitability (%) | 65.8683 | 59.0361 | 72.619 | 35.9281 | 44.5783 | 27.381 |
Ratio Avg Win / Avg Loss | 0.8129 | 1.3154 | 0.4789 | 1.4345 | 1.3769 | 1.5075 |
Largest Winning Trade | 100285 | 100285 | 47699 | 78451 | 78451 | 67182 |
Largest Losing Trade | -104720 | -52812 | -104720 | -107499 | -45910 | -107499 |
Avg Bars in Trades | 44 | 53 | 35 | 44 | 53 | 35 |
Avg Bars in Winners | 35 | 43 | 29 | 56 | 65 | 42 |
Avg Bars in Losers | 61 | 68 | 50 | 37 | 44 | 32 |
Bars Traded | 7410 | 4457 | 2953 | 7410 | 4457 | 2953 |
Profit Streak | 14.3009 | 0 | 17.8009 | 0 | 43.5509 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440045 | 405128 | -101620 | -583708 | -269901 | -597650 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 2.95503 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "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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