Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194410.5634 | 1156741.4828 | 37669.0806 | 2329692.7566 | 6207335.8274 | -3877643.0708 |
Total P&L (%) | 1194.4106 | 1156.7415 | 37.6691 | 2329.6928 | 6207.3358 | -3877.6431 |
Avg Daily Profit (%) | 0.6581 | 0.6373 | 0.0208 | 0.1759 | 0.2286 | 0 |
Buy And Hold Return (%) | 655.6824 | 655.6824 | 655.6824 | 655.6824 | 655.6824 | 655.6824 |
Max Trade Drawdown | -128387 | -74993 | -128162 | -25965753 | -16014464 | -17992536 |
Profit Factor | 2.8156 | 4.1383 | 1.1302 | 1.0338 | 1.1512 | 0.8606 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 50.6494 | 53.8462 | 47.3684 | 50.6494 | 53.8462 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.7434 | 3.5471 | 1.2558 | 1.0073 | 0.9868 | 0.9562 |
Largest Winning Trade | 690176 | 690176 | 74022 | 10864454 | 10864454 | 7428175 |
Largest Losing Trade | -46677 | -41654 | -46677 | -10841270 | -10841270 | -9722665 |
Avg Bars in Trades | 66 | 69 | 63 | 66 | 69 | 63 |
Avg Bars in Winners | 87 | 91 | 84 | 87 | 91 | 84 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 5128 | 2712 | 2416 | 5128 | 2712 | 2416 |
Profit Streak | 52.9761 | 82.3094 | 0 | 52.9761 | 82.3094 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36381 | 415970 | -409203 | -223735 | -46504 | -581788 |
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{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 101, "offset": 0, "multiplier": 4.99471 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 101, "offset": 0, "multiplier": 4.99471 } } }
# | 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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