Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239238.0708 | 242152.1682 | -2914.0974 | 234266.4722 | 507324.0134 | -273057.5413 |
Total P&L (%) | 239.2381 | 242.1522 | -2.9141 | 234.2665 | 507.324 | -273.0575 |
Avg Daily Profit (%) | 0.271 | 0.2743 | -0.0033 | 0.1368 | 0.2046 | 0 |
Buy And Hold Return (%) | 189.8107 | 189.8107 | 189.8107 | 189.8107 | 189.8107 | 189.8107 |
Max Trade Drawdown | -73434 | -58719 | -135138 | -305954 | -207568 | -421832 |
Profit Factor | 1.482 | 2.3012 | 0.9906 | 1.1545 | 1.8956 | 0.7125 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 49.4949 | 51.0204 | 48 | 49.4949 | 51.0204 | 48 |
Ratio Avg Win / Avg Loss | 1.5123 | 2.2091 | 1.0732 | 1.1781 | 1.8198 | 0.7719 |
Largest Winning Trade | 45537 | 45537 | 30377 | 141837 | 141837 | 102741 |
Largest Losing Trade | -34862 | -22789 | -34862 | -114717 | -86925 | -114717 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 2584 | 1178 | 1406 | 2584 | 1178 | 1406 |
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 | -73882 | -66842 | -759666 | -153533 | 316081 | -761333 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 3.36693 } }, "second_band": { "type": "vwma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 3.36693 } }, "second_band": { "type": "vwma", "factors": { "length": 35, "offset": 0 } } }
# | 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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