Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395365.2949 | 267268.1315 | 128097.1633 | 816570.3222 | 384674.3938 | 431895.9285 |
Total P&L (%) | 395.3653 | 267.2681 | 128.0972 | 816.5703 | 384.6744 | 431.8959 |
Avg Daily Profit (%) | 0.3796 | 0.2566 | 0.123 | 0.2129 | 0.1516 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45108 | -55634 | -55843 | -786106 | -842640 | -433149 |
Profit Factor | 1.3951 | 1.553 | 1.2475 | 1.1093 | 1.102 | 1.1168 |
Total Trades | 486 | 243 | 243 | 486 | 243 | 243 |
Winning Trades | 210 | 96 | 114 | 210 | 96 | 114 |
Losing Trades | 276 | 147 | 129 | 276 | 147 | 129 |
Profitability (%) | 43.2099 | 39.5062 | 46.9136 | 43.2099 | 39.5062 | 46.9136 |
Ratio Avg Win / Avg Loss | 1.8335 | 2.3781 | 1.4117 | 1.4579 | 1.6874 | 1.2637 |
Largest Winning Trade | 136301 | 136301 | 36772 | 303007 | 296992 | 303007 |
Largest Losing Trade | -31600 | -14832 | -31600 | -192905 | -188574 | -192905 |
Avg Bars in Trades | 51 | 46 | 55 | 51 | 46 | 55 |
Avg Bars in Winners | 73 | 69 | 77 | 73 | 69 | 77 |
Avg Bars in Losers | 33 | 32 | 35 | 33 | 32 | 35 |
Bars Traded | 24789 | 11415 | 13374 | 24789 | 11415 | 13374 |
Profit Streak | 0 | 0 | 8.0103 | 0 | 0 | 8.0103 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389913 | 269315 | -28880 | -92244 | -103385 | -84611 |
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 2.62163 } } }
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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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