Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1576945.123 | 1522097.163 | 54847.96 | 2991009.4707 | 5759617.4615 | -2768607.9907 |
Total P&L (%) | 1576.9451 | 1522.0972 | 54.848 | 2991.0095 | 5759.6175 | -2768.608 |
Avg Daily Profit (%) | 0.8692 | 0.839 | 0.0302 | 0.1893 | 0.2246 | 0 |
Buy And Hold Return (%) | 527.3003 | 527.3003 | 527.3003 | 527.3003 | 527.3003 | 527.3003 |
Max Trade Drawdown | -87127 | -91441 | -57594 | -6363153 | -4539421 | -3588117 |
Profit Factor | 3.0984 | 5.1467 | 1.1427 | 1.1326 | 1.516 | 0.7571 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 42.4779 | 41.0714 | 43.8596 | 42.4779 | 41.0714 | 43.8596 |
Ratio Avg Win / Avg Loss | 4.1957 | 7.3844 | 1.4626 | 1.5337 | 2.1751 | 0.969 |
Largest Winning Trade | 1011824 | 1011824 | 66007 | 7097396 | 7097396 | 1583157 |
Largest Losing Trade | -32709 | -21756 | -32709 | -1668418 | -1668418 | -1656192 |
Avg Bars in Trades | 93 | 90 | 96 | 93 | 90 | 96 |
Avg Bars in Winners | 157 | 155 | 159 | 157 | 155 | 159 |
Avg Bars in Losers | 45 | 44 | 47 | 45 | 44 | 47 |
Bars Traded | 10552 | 5058 | 5494 | 10552 | 5058 | 5494 |
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 | 482452 | -165637 | -564305 | -69134 | -172764 | -763221 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 4.73601 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 4.73601 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
# | 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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