Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977804.2992 | 1086600.6617 | -108796.3625 | -49169.5805 | 1567092.255 | -1616261.8355 |
Total P&L (%) | 977.8043 | 1086.6007 | -108.7964 | -49.1696 | 1567.0923 | -1616.2618 |
Avg Daily Profit (%) | 0.4141 | 0.4602 | -0.0461 | -0.0287 | 0.1192 | 0 |
Buy And Hold Return (%) | 450.1203 | 450.1203 | 450.1203 | 450.1203 | 450.1203 | 450.1203 |
Max Trade Drawdown | -296422 | -221398 | -162019 | -3588668 | -1831902 | -1779327 |
Profit Factor | 2.1808 | 4.0885 | 0.7716 | 0.9892 | 1.7827 | 0.3658 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 46.5116 | 39.5349 | 53.4884 | 46.5116 | 39.5349 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.5079 | 6.2529 | 0.6709 | 1.1376 | 2.7265 | 0.3181 |
Largest Winning Trade | 955749 | 955749 | 43653 | 2962520 | 2962520 | 213700 |
Largest Losing Trade | -68673 | -38209 | -68673 | -1776211 | -1040559 | -1776211 |
Avg Bars in Trades | 78 | 68 | 89 | 78 | 68 | 89 |
Avg Bars in Winners | 101 | 106 | 97 | 101 | 106 | 97 |
Avg Bars in Losers | 59 | 43 | 80 | 59 | 43 | 80 |
Bars Traded | 6792 | 2927 | 3865 | 6792 | 2927 | 3865 |
Profit Streak | 0 | 0 | 67.7455 | 0 | 0 | 67.7455 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257408 | 332667 | -579305 | -580238 | -36718 | -579305 |
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{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 231, "offset": 0, "multiplier": 3.22346 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 231, "offset": 0, "multiplier": 3.22346 } } }
# | 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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