Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969298.3903 | 881175.4555 | 88122.9347 | 4466254.2491 | 9804659.7591 | -5338405.51 |
Total P&L (%) | 969.2984 | 881.1755 | 88.1229 | 4466.2542 | 9804.6598 | -5338.4055 |
Avg Daily Profit (%) | 0.5342 | 0.4857 | 0.0486 | 0.2108 | 0.2536 | 0 |
Buy And Hold Return (%) | 778.2543 | 778.2543 | 778.2543 | 778.2543 | 778.2543 | 778.2543 |
Max Trade Drawdown | -107917 | -83360 | -75321 | -13546076 | -7361659 | -11249223 |
Profit Factor | 1.852 | 2.6952 | 1.1426 | 1.0685 | 1.342 | 0.8541 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Losing Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Profitability (%) | 43.0723 | 42.7711 | 43.3735 | 43.0723 | 42.7711 | 43.3735 |
Ratio Avg Win / Avg Loss | 2.4477 | 3.6063 | 1.4918 | 1.4121 | 1.7956 | 1.115 |
Largest Winning Trade | 274583 | 274583 | 70839 | 7230619 | 7230619 | 3455866 |
Largest Losing Trade | -49034 | -23522 | -49034 | -5335800 | -2019498 | -5335800 |
Avg Bars in Trades | 64 | 62 | 67 | 64 | 62 | 67 |
Avg Bars in Winners | 100 | 91 | 108 | 100 | 91 | 108 |
Avg Bars in Losers | 38 | 40 | 35 | 38 | 40 | 35 |
Bars Traded | 21498 | 10317 | 11181 | 21498 | 10317 | 11181 |
Profit Streak | 0 | 9.9847 | 0 | 0 | 9.9847 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75956 | -110407 | -359738 | -138900 | 307937 | -581374 |
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{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 2.99693 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 2.99693 } } }
# | 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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