Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469941.0361 | 485656.3967 | -15715.3606 | -51311.3729 | -40161.5115 | -11149.8614 |
Total P&L (%) | 469.941 | 485.6564 | -15.7154 | -51.3114 | -40.1615 | -11.1499 |
Avg Daily Profit (%) | 0.1995 | 0.2062 | -0.0067 | -0.0305 | -0.0218 | -0.005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148840 | -95425 | -191191 | -165252 | -205835 | -164377 |
Profit Factor | 1.4615 | 1.8932 | 0.9669 | 0.9492 | 0.9297 | 0.9747 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 47.2222 | 45.8333 | 48.6111 | 47.2222 | 45.8333 | 48.6111 |
Ratio Avg Win / Avg Loss | 1.6334 | 2.2374 | 1.0221 | 1.0609 | 1.0987 | 1.0303 |
Largest Winning Trade | 423808 | 423808 | 48749 | 167163 | 167163 | 53670 |
Largest Losing Trade | -51805 | -48142 | -51805 | -73512 | -73512 | -65877 |
Avg Bars in Trades | 45 | 53 | 38 | 45 | 53 | 38 |
Avg Bars in Winners | 55 | 64 | 47 | 55 | 64 | 47 |
Avg Bars in Losers | 37 | 44 | 30 | 37 | 44 | 30 |
Bars Traded | 6623 | 3829 | 2794 | 6623 | 3829 | 2794 |
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 | 327576 | -69810 | -659109 | -579810 | -660189 | -659109 |
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{ "first_band": { "type": "vwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 151, "offset": 0, "multiplier": 3.64846 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 151, "offset": 0, "multiplier": 3.64846 } } }
# | 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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