Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390297.1637 | 363549.7513 | 26747.4124 | 220363.6202 | -134712.773 | 355076.3932 |
Total P&L (%) | 390.2972 | 363.5498 | 26.7474 | 220.3636 | -134.7128 | 355.0764 |
Avg Daily Profit (%) | 0.2089 | 0.1946 | 0.0143 | 0.0623 | 0 | 0.0811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168347 | -146078 | -63317 | -1215618 | -1247810 | -527314 |
Profit Factor | 1.5401 | 1.9286 | 1.0808 | 1.059 | 0.9447 | 1.2729 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 52.6786 | 50 | 55.3571 | 52.6786 | 50 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.3835 | 1.9286 | 0.8716 | 0.9513 | 0.9447 | 1.0265 |
Largest Winning Trade | 150135 | 150135 | 40420 | 357597 | 292525 | 357597 |
Largest Losing Trade | -41624 | -41624 | -38650 | -517100 | -517100 | -173844 |
Avg Bars in Trades | 45 | 63 | 26 | 45 | 63 | 26 |
Avg Bars in Winners | 47 | 62 | 34 | 47 | 62 | 34 |
Avg Bars in Losers | 42 | 63 | 17 | 42 | 63 | 17 |
Bars Traded | 5047 | 3536 | 1511 | 5047 | 3536 | 1511 |
Profit Streak | 74.0176 | 77.0176 | 74.0176 | 74.0176 | 77.0176 | 74.0176 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390927 | -168260 | -488979 | -265428 | -760275 | -263230 |
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{ "first_band": { "type": "vwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 4.90804 } } }
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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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