Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1392612.7788 | 1343558.162 | 49054.6168 | 2557840.3828 | 5249125.566 | -2691285.1832 |
Total P&L (%) | 1392.6128 | 1343.5582 | 49.0546 | 2557.8404 | 5249.1256 | -2691.2852 |
Avg Daily Profit (%) | 0.7628 | 0.7359 | 0.0269 | 0.1798 | 0.2182 | 0 |
Buy And Hold Return (%) | 692.6989 | 692.6989 | 692.6989 | 692.6989 | 692.6989 | 692.6989 |
Max Trade Drawdown | -90759 | -71497 | -63758 | -5898083 | -3128165 | -4649890 |
Profit Factor | 2.7723 | 4.6467 | 1.1175 | 1.1077 | 1.5241 | 0.8041 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 45.8015 | 43.0769 | 48.4848 | 45.8015 | 43.0769 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.2805 | 6.1403 | 1.1874 | 1.3108 | 2.014 | 0.8544 |
Largest Winning Trade | 972357 | 972357 | 66893 | 2381163 | 2381163 | 1287882 |
Largest Losing Trade | -29251 | -19799 | -29251 | -2292008 | -1094152 | -2292008 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 65 | 61 | 68 | 65 | 61 | 68 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5351 | 2458 | 2893 | 5351 | 2458 | 2893 |
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 | 361207 | -121787 | -538760 | -97998 | -123892 | -705547 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 2.81059 } }, "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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