Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1891299.2119 | 1979193.7367 | -87894.5248 | -84599.9162 | 431632.3663 | -516232.2825 |
Total P&L (%) | 1891.2992 | 1979.1937 | -87.8945 | -84.5999 | 431.6324 | -516.2323 |
Avg Daily Profit (%) | 0.8179 | 0.8559 | -0.038 | -0.0809 | 0.0723 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268764 | -107502 | -218376 | -767519 | -403370 | -497258 |
Profit Factor | 2.965 | 5.5558 | 0.8336 | 0.9375 | 1.6038 | 0.1904 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 40.6593 | 39.1304 | 42.2222 | 40.6593 | 39.1304 | 42.2222 |
Ratio Avg Win / Avg Loss | 4.3272 | 8.6423 | 1.1407 | 1.3682 | 2.4948 | 0.2606 |
Largest Winning Trade | 1886084 | 1886084 | 80718 | 691209 | 691209 | 58787 |
Largest Losing Trade | -88712 | -54042 | -88712 | -403370 | -403370 | -109377 |
Avg Bars in Trades | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Winners | 69 | 59 | 79 | 69 | 59 | 79 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 4293 | 1951 | 2342 | 4293 | 1951 | 2342 |
Profit Streak | 0 | 0 | 67.4251 | 0 | 0 | 67.4251 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556350 | 621485 | -581511 | -582501 | -97556 | -583178 |
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{ "first_band": { "type": "vwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 2.72263 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1891299.211924055, 1979193.7366746448, -87894.5247505893, -84599.9162053243, 431632.3663204273, -516232.2825257518 ], [ 1891.299212, 1979.193737, -87.894525, -84.599916, 431.632366, -516.232283 ], [ 0.817859, 0.855868, -0.038008, -0.080867, 0.072276, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -268764, -107502, -218376, -767519, -403370, -497258 ], [ 2.964954, 5.55576, 0.833558, 0.937451, 1.603792, 0.190433 ], [ 91, 46, 45, 91, 46, 45 ], [ 37, 18, 19, 37, 18, 19 ], [ 54, 28, 26, 54, 28, 26 ], [ 40.659341, 39.130435, 42.222222, 40.659341, 39.130435, 42.222222 ], [ 4.32723, 8.642293, 1.140658, 1.368171, 2.494787, 0.260592 ], [ 1886084, 1886084, 80718, 691209, 691209, 58787 ], [ -88712, -54042, -88712, -403370, -403370, -109377 ], [ 47, 42, 52, 47, 42, 52 ], [ 69, 59, 79, 69, 59, 79 ], [ 31, 31, 32, 31, 31, 32 ], [ 4293, 1951, 2342, 4293, 1951, 2342 ], [ 0, 0, 67.425103, 0, 0, 67.425103 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 556350, 621485, -581511, -582501, -97556, -583178 ] ] }
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{ "first_band": { "type": "vwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 2.72263 } } }
# | 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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