Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525500.8374 | 598693.2917 | -73192.4543 | -34720.9969 | 918510.6352 | -953231.6321 |
Total P&L (%) | 525.5008 | 598.6933 | -73.1925 | -34.721 | 918.5106 | -953.2316 |
Avg Daily Profit (%) | 0.2523 | 0.2875 | -0.0351 | -0.0205 | 0.1115 | 0 |
Buy And Hold Return (%) | 124.1486 | 124.1486 | 124.1486 | 124.1486 | 124.1486 | 124.1486 |
Max Trade Drawdown | -222453 | -123342 | -269345 | -1768880 | -827823 | -1226522 |
Profit Factor | 1.259 | 1.5906 | 0.9279 | 0.9943 | 1.2996 | 0.69 |
Total Trades | 463 | 232 | 231 | 463 | 232 | 231 |
Winning Trades | 200 | 104 | 96 | 200 | 104 | 96 |
Losing Trades | 263 | 128 | 135 | 263 | 128 | 135 |
Profitability (%) | 43.1965 | 44.8276 | 41.5584 | 43.1965 | 44.8276 | 41.5584 |
Ratio Avg Win / Avg Loss | 1.6556 | 1.9576 | 1.3049 | 1.3076 | 1.5995 | 0.9703 |
Largest Winning Trade | 242224 | 242224 | 56126 | 965795 | 965795 | 374170 |
Largest Losing Trade | -39491 | -31018 | -39491 | -490650 | -292527 | -490650 |
Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Winners | 75 | 72 | 79 | 75 | 72 | 79 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 24744 | 12131 | 12613 | 24744 | 12131 | 12613 |
Profit Streak | 0 | 0 | 6.5772 | 0 | 0 | 6.5772 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 258778 | 320832 | -581051 | -579337 | -43868 | -582718 |
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{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 152, "offset": 199, "multiplier": 3.09629 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 152, "offset": 199, "multiplier": 3.09629 } } }
# | 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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