Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385678.0198 | 273473.2145 | 112204.8053 | 450197.4007 | 555555.8002 | -105358.3995 |
Total P&L (%) | 385.678 | 273.4732 | 112.2048 | 450.1974 | 555.5558 | -105.3584 |
Avg Daily Profit (%) | 0.1759 | 0.1247 | 0.0512 | 0.0778 | 0.0858 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141259 | -84981 | -79013 | -743442 | -312268 | -655227 |
Profit Factor | 1.5273 | 1.9128 | 1.2598 | 1.1516 | 1.4456 | 0.9389 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 52.4194 | 58.0645 | 46.7742 | 52.4194 | 58.0645 | 46.7742 |
Ratio Avg Win / Avg Loss | 1.3863 | 1.3815 | 1.4336 | 1.0453 | 1.044 | 1.0684 |
Largest Winning Trade | 53616 | 53616 | 52134 | 212903 | 204827 | 212903 |
Largest Losing Trade | -38629 | -28590 | -38629 | -348266 | -164991 | -348266 |
Avg Bars in Trades | 33 | 20 | 46 | 33 | 20 | 46 |
Avg Bars in Winners | 34 | 15 | 57 | 34 | 15 | 57 |
Avg Bars in Losers | 32 | 26 | 37 | 32 | 26 | 37 |
Bars Traded | 4162 | 1256 | 2906 | 4162 | 1256 | 2906 |
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 | 343086 | -176871 | -280182 | -142240 | -229902 | -734546 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 98, "offset": 0, "multiplier": 3.45878 } }, "second_band": { "type": "vwma", "factors": { "length": 45, "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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