Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761484.9814 | 615842.4398 | 145642.5417 | 3199740.6934 | 3605052.9243 | -405312.2309 |
Total P&L (%) | 761.485 | 615.8424 | 145.6425 | 3199.7407 | 3605.0529 | -405.3122 |
Avg Daily Profit (%) | 0.3044 | 0.2462 | 0.0582 | 0.1399 | 0.1445 | 0 |
Buy And Hold Return (%) | 359.1505 | 359.1505 | 359.1505 | 359.1505 | 359.1505 | 359.1505 |
Max Trade Drawdown | -91495 | -65463 | -136914 | -1761924 | -325475 | -1998781 |
Profit Factor | 2.2923 | 3.1791 | 1.475 | 1.7079 | 3.5501 | 0.8695 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 68.4685 | 67.2727 | 69.6429 | 68.4685 | 67.2727 | 69.6429 |
Ratio Avg Win / Avg Loss | 1.0557 | 1.5466 | 0.6429 | 0.7865 | 1.7271 | 0.379 |
Largest Winning Trade | 128103 | 128103 | 30742 | 1475422 | 1475422 | 570543 |
Largest Losing Trade | -79970 | -43392 | -79970 | -1761924 | -244970 | -1761924 |
Avg Bars in Trades | 64 | 85 | 43 | 64 | 85 | 43 |
Avg Bars in Winners | 53 | 64 | 43 | 53 | 64 | 43 |
Avg Bars in Losers | 87 | 129 | 42 | 87 | 129 | 42 |
Bars Traded | 7136 | 4722 | 2414 | 7136 | 4722 | 2414 |
Profit Streak | 68.1149 | 68.1149 | 304.1149 | 68.1149 | 68.1149 | 304.1149 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365963 | -171540 | -457509 | -1378 | -170250 | -756813 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 4.04907 } }, "second_band": { "type": "vwma", "factors": { "length": 245, "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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