Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310679.1099 | 271448.1553 | 39230.9547 | -84200.3935 | 34682.0833 | -118882.4768 |
Total P&L (%) | 310.6791 | 271.4482 | 39.231 | -84.2004 | 34.6821 | -118.8825 |
Avg Daily Profit (%) | 0.1749 | 0.1528 | 0.0221 | -0.1038 | 0.0168 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118977 | -54037 | -128932 | -77290 | -15268 | -102973 |
Profit Factor | 1.3818 | 2.0257 | 1.0715 | 0.6725 | 1.6414 | 0.4145 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 53.6364 | 50.9091 | 56.3636 | 53.6364 | 50.9091 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.1945 | 1.9534 | 0.8295 | 0.5813 | 1.5828 | 0.3209 |
Largest Winning Trade | 93053 | 93053 | 66027 | 32389 | 32389 | 22905 |
Largest Losing Trade | -96192 | -21259 | -96192 | -76669 | -13923 | -76669 |
Avg Bars in Trades | 30 | 17 | 43 | 30 | 17 | 43 |
Avg Bars in Winners | 40 | 20 | 58 | 40 | 20 | 58 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 3376 | 982 | 2393 | 3376 | 982 | 2393 |
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 | 315162 | -168591 | -488464 | -580014 | -349697 | -760008 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 3.17613 } }, "second_band": { "type": "vwma", "factors": { "length": 29, "offset": 0 } } }
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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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