Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471594.1291 | 559392.8997 | -87798.7706 | -87874.6591 | 265196.2678 | -353070.9269 |
Total P&L (%) | 471.5941 | 559.3929 | -87.7988 | -87.8747 | 265.1963 | -353.0709 |
Avg Daily Profit (%) | 0.2036 | 0.2415 | -0.0379 | -0.0911 | 0.0559 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260040 | -158587 | -211149 | -1525380 | -583762 | -1166545 |
Profit Factor | 1.2447 | 1.5449 | 0.9025 | 0.9744 | 1.1598 | 0.8013 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Profitability (%) | 44.7458 | 43.9189 | 45.5782 | 44.7458 | 43.9189 | 45.5782 |
Ratio Avg Win / Avg Loss | 1.5371 | 1.9727 | 1.0776 | 1.2033 | 1.4809 | 0.9568 |
Largest Winning Trade | 273085 | 273085 | 32303 | 464625 | 464625 | 271642 |
Largest Losing Trade | -60458 | -48169 | -60458 | -402402 | -234038 | -402402 |
Avg Bars in Trades | 30 | 34 | 27 | 30 | 34 | 27 |
Avg Bars in Winners | 36 | 38 | 33 | 36 | 38 | 33 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 9078 | 5072 | 4006 | 9078 | 5072 | 4006 |
Profit Streak | 10.7758 | 10.7758 | 56.5258 | 10.7758 | 10.7758 | 56.5258 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327768 | 331302 | -579256 | -578515 | -164891 | -580923 |
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{ "first_band": { "type": "vwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 3.22453 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 3.22453 } } }
# | 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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