Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117250.0875 | 1186447.1638 | -69197.0764 | 44183.5246 | 284398.6971 | -240215.1725 |
Total P&L (%) | 1117.2501 | 1186.4472 | -69.1971 | 44.1835 | 284.3987 | -240.2152 |
Avg Daily Profit (%) | 0.4941 | 0.5247 | -0.0306 | 0.0162 | 0.0596 | 0 |
Buy And Hold Return (%) | 258.1522 | 258.1522 | 258.1522 | 258.1522 | 258.1522 | 258.1522 |
Max Trade Drawdown | -219024 | -81753 | -231483 | -353685 | -144858 | -384447 |
Profit Factor | 2.0439 | 3.4202 | 0.8807 | 1.0252 | 1.3561 | 0.7491 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 36.1809 | 35 | 37.3737 | 36.1809 | 35 | 37.3737 |
Ratio Avg Win / Avg Loss | 3.6052 | 6.3517 | 1.4758 | 1.8083 | 2.5185 | 1.2553 |
Largest Winning Trade | 986846 | 986846 | 52671 | 210018 | 210018 | 104997 |
Largest Losing Trade | -65565 | -29779 | -65565 | -90185 | -47033 | -90185 |
Avg Bars in Trades | 65 | 53 | 77 | 65 | 53 | 77 |
Avg Bars in Winners | 119 | 90 | 145 | 119 | 90 | 145 |
Avg Bars in Losers | 35 | 33 | 36 | 35 | 33 | 36 |
Bars Traded | 13026 | 5376 | 7649 | 13026 | 5376 | 7649 |
Profit Streak | 0 | 0 | 14.2911 | 0 | 0 | 14.2911 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294253 | 343467 | -583718 | -533075 | -252108 | -583718 |
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{ "first_band": { "type": "vwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 2.51706 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 2.51706 } } }
# | 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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