Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419441.7171 | 347274.5986 | 72167.1185 | 120944.7234 | 219649.7127 | -98704.9893 |
Total P&L (%) | 419.4417 | 347.2746 | 72.1671 | 120.9447 | 219.6497 | -98.705 |
Avg Daily Profit (%) | 0.2625 | 0.2173 | 0.0452 | 0.0496 | 0.0727 | -0.2717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100409 | -96962 | -119637 | -232464 | -174588 | -253243 |
Profit Factor | 1.3041 | 1.5066 | 1.104 | 1.0538 | 1.2067 | 0.9168 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Losing Trades | 195 | 99 | 96 | 195 | 99 | 96 |
Profitability (%) | 44.4444 | 43.75 | 45.1429 | 44.4444 | 43.75 | 45.1429 |
Ratio Avg Win / Avg Loss | 1.6301 | 1.9371 | 1.3416 | 1.3172 | 1.5515 | 1.1141 |
Largest Winning Trade | 126506 | 126506 | 31795 | 147564 | 147564 | 52027 |
Largest Losing Trade | -36610 | -27536 | -36610 | -112906 | -53832 | -112906 |
Avg Bars in Trades | 53 | 50 | 56 | 53 | 50 | 56 |
Avg Bars in Winners | 74 | 64 | 85 | 74 | 64 | 85 |
Avg Bars in Losers | 36 | 40 | 33 | 36 | 40 | 33 |
Bars Traded | 18902 | 8960 | 9942 | 18902 | 8960 | 9942 |
Profit Streak | 0 | 0 | 20.1249 | 0 | 0 | 20.1249 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325785 | 293848 | -239703 | -288342 | -97247 | -580084 |
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{ "first_band": { "type": "vwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 2.73478 } } }
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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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