Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155916.4253 | 1002839.7615 | 153076.6638 | 1931595.3697 | 508916.7121 | 1422678.6576 |
Total P&L (%) | 1155.9164 | 1002.8398 | 153.0767 | 1931.5954 | 508.9167 | 1422.6787 |
Avg Daily Profit (%) | 0.4905 | 0.4256 | 0.065 | 0.1279 | 0.0767 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95046 | -44631 | -108297 | -2249571 | -1468785 | -1633383 |
Profit Factor | 2.9969 | 5.4856 | 1.4308 | 1.2201 | 1.1413 | 1.275 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 45.1923 | 44.2308 | 46.1538 | 45.1923 | 44.2308 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.6345 | 6.9166 | 1.6693 | 1.4797 | 1.4391 | 1.4875 |
Largest Winning Trade | 881518 | 881518 | 69237 | 1682244 | 1499530 | 1682244 |
Largest Losing Trade | -50685 | -39017 | -50685 | -835495 | -593006 | -835495 |
Avg Bars in Trades | 87 | 64 | 111 | 87 | 64 | 111 |
Avg Bars in Winners | 132 | 89 | 174 | 132 | 89 | 174 |
Avg Bars in Losers | 51 | 45 | 57 | 51 | 45 | 57 |
Bars Traded | 9151 | 3358 | 5792 | 9151 | 3358 | 5792 |
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 | 527467 | -164182 | -285750 | -23889 | -337504 | -219847 |
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{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.33334 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.33334 } } }
# | 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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