Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573278.2302 | 614445.2352 | -41167.0049 | 41713.6208 | 145428.843 | -103715.2222 |
Total P&L (%) | 573.2782 | 614.4452 | -41.167 | 41.7136 | 145.4288 | -103.7152 |
Avg Daily Profit (%) | 0.311 | 0.3333 | -0.0223 | 0.0189 | 0.0487 | 0 |
Buy And Hold Return (%) | 98.1982 | 98.1982 | 98.1982 | 98.1982 | 98.1982 | 98.1982 |
Max Trade Drawdown | -159395 | -123438 | -141764 | -788767 | -679746 | -570700 |
Profit Factor | 1.9647 | 3.0832 | 0.8625 | 1.0194 | 1.1259 | 0.896 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 43.299 | 46.9388 | 39.5833 | 43.299 | 46.9388 | 39.5833 |
Ratio Avg Win / Avg Loss | 2.5728 | 3.4854 | 1.3164 | 1.3349 | 1.2728 | 1.3676 |
Largest Winning Trade | 588071 | 588071 | 56634 | 614680 | 614680 | 232855 |
Largest Losing Trade | -44765 | -37309 | -44765 | -337638 | -254055 | -337638 |
Avg Bars in Trades | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Winners | 80 | 65 | 98 | 80 | 65 | 98 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 5278 | 2430 | 2848 | 5278 | 2430 | 2848 |
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 | 345467 | 485229 | -583073 | -534918 | -227068 | -583073 |
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{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 3.33077 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 3.33077 } } }
# | 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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