Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230155.5049 | 1218453.5363 | 11701.9687 | 1091722.2784 | 2957294.8752 | -1865572.5968 |
Total P&L (%) | 1230.1555 | 1218.4535 | 11.702 | 1091.7223 | 2957.2949 | -1865.5726 |
Avg Daily Profit (%) | 0.6784 | 0.6719 | 0.0065 | 0.1367 | 0.1888 | 0 |
Buy And Hold Return (%) | 578.1024 | 578.1024 | 578.1024 | 578.1024 | 578.1024 | 578.1024 |
Max Trade Drawdown | -92855 | -111760 | -66086 | -3855160 | -3363343 | -2268008 |
Profit Factor | 3.3246 | 5.3781 | 1.0466 | 1.077 | 1.4069 | 0.7303 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 37.7778 | 35.5556 | 40 | 37.7778 | 35.5556 | 40 |
Ratio Avg Win / Avg Loss | 5.4758 | 9.7478 | 1.57 | 1.7738 | 2.5501 | 1.0954 |
Largest Winning Trade | 715499 | 715499 | 68139 | 4193458 | 4193458 | 1459661 |
Largest Losing Trade | -25774 | -24302 | -25774 | -1052401 | -825140 | -1052401 |
Avg Bars in Trades | 55 | 48 | 63 | 55 | 48 | 63 |
Avg Bars in Winners | 109 | 92 | 125 | 109 | 92 | 125 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 5021 | 2161 | 2860 | 5021 | 2161 | 2860 |
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 | 285626 | 303168 | -521911 | -156954 | 107377 | -582934 |
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{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 204, "offset": 0, "multiplier": 1.41032 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 204, "offset": 0, "multiplier": 1.41032 } } }
# | 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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