Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854642.4944 | 883528.1979 | -28885.7035 | 86035.5206 | 73737.8232 | 12297.6974 |
Total P&L (%) | 854.6425 | 883.5282 | -28.8857 | 86.0355 | 73.7378 | 12.2977 |
Avg Daily Profit (%) | 0.3414 | 0.3529 | -0.0115 | 0.0248 | 0.0221 | 0.0046 |
Buy And Hold Return (%) | 393.4864 | 393.4864 | 393.4864 | 393.4864 | 393.4864 | 393.4864 |
Max Trade Drawdown | -188814 | -123002 | -135529 | -163180 | -145286 | -112914 |
Profit Factor | 2.4418 | 3.8616 | 0.8983 | 1.1286 | 1.1875 | 1.0446 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.1538 | 43.75 | 48.4848 | 46.1538 | 43.75 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.8487 | 4.9649 | 0.9544 | 1.3167 | 1.5268 | 1.1099 |
Largest Winning Trade | 723059 | 723059 | 42877 | 170954 | 170954 | 42430 |
Largest Losing Trade | -65978 | -45614 | -65978 | -69333 | -69333 | -48848 |
Avg Bars in Trades | 73 | 66 | 80 | 73 | 66 | 80 |
Avg Bars in Winners | 107 | 102 | 112 | 107 | 102 | 112 |
Avg Bars in Losers | 44 | 38 | 49 | 44 | 38 | 49 |
Bars Traded | 4778 | 2138 | 2640 | 4778 | 2138 | 2640 |
Profit Streak | 63.4904 | 101.9904 | 63.4904 | 63.4904 | 101.9904 | 63.4904 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128643 | 329381 | -580832 | -541383 | -344190 | -523941 |
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{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 3.04372 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 3.04372 } } }
# | 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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