Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544085.6066 | 1551812.0384 | -7726.4318 | 748049.3809 | 1543410.7431 | -795361.3621 |
Total P&L (%) | 1544.0856 | 1551.812 | -7.7264 | 748.0494 | 1543.4107 | -795.3614 |
Avg Daily Profit (%) | 0.6544 | 0.6577 | -0.0033 | 0.0906 | 0.1187 | 0 |
Buy And Hold Return (%) | 468.1989 | 468.1989 | 468.1989 | 468.1989 | 468.1989 | 468.1989 |
Max Trade Drawdown | -185353 | -166605 | -90479 | -4460806 | -3195589 | -1769665 |
Profit Factor | 2.9689 | 5.0418 | 0.9807 | 1.0746 | 1.2946 | 0.834 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 38.6364 | 37.8788 | 39.3939 | 38.6364 | 37.8788 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.7153 | 8.2686 | 1.5088 | 1.7067 | 2.1232 | 1.2831 |
Largest Winning Trade | 1331094 | 1331094 | 66631 | 3854408 | 3854408 | 874881 |
Largest Losing Trade | -32077 | -29205 | -32077 | -1104517 | -1104517 | -570488 |
Avg Bars in Trades | 68 | 59 | 77 | 68 | 59 | 77 |
Avg Bars in Winners | 101 | 97 | 104 | 101 | 97 | 104 |
Avg Bars in Losers | 48 | 36 | 59 | 48 | 36 | 59 |
Bars Traded | 9058 | 3958 | 5100 | 9058 | 3958 | 5100 |
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 | 384334 | -112228 | -706582 | -222555 | -164964 | -707694 |
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{ "first_band": { "type": "vwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 149, "offset": 0, "multiplier": 2.53781 } } }
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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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