Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724998.4865 | 718907.6444 | 6090.8421 | -28433.4128 | 436080.763 | -464514.1758 |
Total P&L (%) | 724.9985 | 718.9076 | 6.0908 | -28.4334 | 436.0808 | -464.5142 |
Avg Daily Profit (%) | 0.3121 | 0.3094 | 0.0026 | -0.0144 | 0.0723 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171506 | -104260 | -170237 | -2107436 | -1231632 | -1517076 |
Profit Factor | 1.4774 | 1.8513 | 1.009 | 0.9959 | 1.1148 | 0.8504 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 43.8053 | 44.2478 | 43.3628 | 43.8053 | 44.2478 | 43.3628 |
Ratio Avg Win / Avg Loss | 1.8952 | 2.3326 | 1.3179 | 1.2775 | 1.4047 | 1.1107 |
Largest Winning Trade | 372223 | 372223 | 65852 | 852923 | 852923 | 406515 |
Largest Losing Trade | -69962 | -37984 | -69962 | -1104082 | -705610 | -1104082 |
Avg Bars in Trades | 60 | 63 | 57 | 60 | 63 | 57 |
Avg Bars in Winners | 80 | 77 | 84 | 80 | 77 | 84 |
Avg Bars in Losers | 45 | 52 | 37 | 45 | 52 | 37 |
Bars Traded | 13724 | 7185 | 6539 | 13724 | 7185 | 6539 |
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 | 361725 | 359843 | -568513 | -580337 | -193100 | -581946 |
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{ "first_band": { "type": "vwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 174, "offset": 0, "multiplier": 4.15321 } } }
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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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