Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289903.6386 | 257122.8847 | 32780.7539 | -6891.7772 | 148313.6409 | -155205.418 |
Total P&L (%) | 289.9036 | 257.1229 | 32.7808 | -6.8918 | 148.3136 | -155.2054 |
Avg Daily Profit (%) | 0.2662 | 0.2361 | 0.0301 | -0.0066 | 0.0835 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215064 | -148826 | -86551 | -1124521 | -834316 | -429575 |
Profit Factor | 1.2666 | 1.4491 | 1.0636 | 0.9987 | 1.0543 | 0.9387 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 141 | 67 | 74 | 141 | 67 | 74 |
Losing Trades | 182 | 95 | 87 | 182 | 95 | 87 |
Profitability (%) | 43.6533 | 41.358 | 45.9627 | 43.6533 | 41.358 | 45.9627 |
Ratio Avg Win / Avg Loss | 1.6349 | 2.0548 | 1.2505 | 1.2891 | 1.4949 | 1.1036 |
Largest Winning Trade | 320122 | 320122 | 24371 | 306172 | 306172 | 128987 |
Largest Losing Trade | -25933 | -25933 | -25642 | -206658 | -206658 | -174745 |
Avg Bars in Trades | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Winners | 52 | 52 | 53 | 52 | 52 | 53 |
Avg Bars in Losers | 29 | 30 | 29 | 29 | 30 | 29 |
Bars Traded | 12926 | 6453 | 6473 | 12926 | 6453 | 6473 |
Profit Streak | 0 | 0 | 10.7301 | 0 | 0 | 10.7301 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302342 | 250862 | -306686 | -579890 | -245268 | -579746 |
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{ "first_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 4.56863 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 4.56863 } } }
# | 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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