Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547881.2931 | 544339.8477 | 3541.4454 | -30550.4624 | 365772.8509 | -396323.3132 |
Total P&L (%) | 547.8813 | 544.3398 | 3.5414 | -30.5505 | 365.7729 | -396.3233 |
Avg Daily Profit (%) | 0.2292 | 0.2277 | 0.0015 | -0.0152 | 0.0644 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198989 | -120360 | -129859 | -1885005 | -1085122 | -895027 |
Profit Factor | 1.4284 | 1.7546 | 1.0064 | 0.994 | 1.1128 | 0.7885 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 43.7838 | 43.0108 | 44.5652 | 43.7838 | 43.0108 | 44.5652 |
Ratio Avg Win / Avg Loss | 1.8339 | 2.3248 | 1.2518 | 1.2763 | 1.4745 | 0.9808 |
Largest Winning Trade | 282451 | 282451 | 64633 | 918175 | 918175 | 263391 |
Largest Losing Trade | -47144 | -47144 | -41315 | -566168 | -566168 | -278871 |
Avg Bars in Trades | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Winners | 53 | 54 | 53 | 53 | 54 | 53 |
Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
Bars Traded | 6962 | 3747 | 3215 | 6962 | 3747 | 3215 |
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 | 317441 | 308776 | -572572 | -580559 | -206429 | -583199 |
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{ "first_band": { "type": "vwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 2.57898 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 2.57898 } } }
# | 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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