Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414371.5414 | 491719.8705 | -77348.3291 | -73737.8921 | -156446.2006 | 82708.3085 |
Total P&L (%) | 414.3715 | 491.7199 | -77.3483 | -73.7379 | -156.4462 | 82.7083 |
Avg Daily Profit (%) | 0.2251 | 0.2671 | -0.042 | -0.0726 | 0 | 0.0327 |
Buy And Hold Return (%) | 114.8887 | 114.8887 | 114.8887 | 114.8887 | 114.8887 | 114.8887 |
Max Trade Drawdown | -284704 | -136262 | -164267 | -983620 | -746593 | -249402 |
Profit Factor | 1.5706 | 2.4124 | 0.7954 | 0.9533 | 0.8472 | 1.1491 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 40.4494 | 44.4444 | 36.3636 | 40.4494 | 44.4444 | 36.3636 |
Ratio Avg Win / Avg Loss | 2.3123 | 3.0155 | 1.392 | 1.4035 | 1.059 | 2.0108 |
Largest Winning Trade | 531248 | 531248 | 33996 | 418528 | 418528 | 240157 |
Largest Losing Trade | -66064 | -40706 | -66064 | -340440 | -340440 | -63017 |
Avg Bars in Trades | 38 | 49 | 27 | 38 | 49 | 27 |
Avg Bars in Winners | 58 | 67 | 47 | 58 | 67 | 47 |
Avg Bars in Losers | 25 | 35 | 16 | 25 | 35 | 16 |
Bars Traded | 3451 | 2239 | 1212 | 3451 | 2239 | 1212 |
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 | 166886 | 314020 | -584078 | -582587 | -581205 | -375352 |
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{ "first_band": { "type": "vwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 4.33836 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 4.33836 } } }
# | 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) |
---|