Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136864.938 | 1021929.9363 | 114935.0017 | 7441403.7791 | 14603259.9777 | -7161856.1987 |
Total P&L (%) | 1136.8649 | 1021.9299 | 114.935 | 7441.4038 | 14603.26 | -7161.8562 |
Avg Daily Profit (%) | 0.6233 | 0.5603 | 0.063 | 0.2373 | 0.274 | 0 |
Buy And Hold Return (%) | 851.4476 | 851.4476 | 851.4476 | 851.4476 | 851.4476 | 851.4476 |
Max Trade Drawdown | -88061 | -65246 | -70095 | -13273380 | -7944707 | -15388510 |
Profit Factor | 2.95 | 4.5045 | 1.3944 | 1.1125 | 1.4831 | 0.8005 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 52.5 | 52.5 | 52.5 | 52.5 | 52.5 | 52.5 |
Ratio Avg Win / Avg Loss | 2.6691 | 4.0755 | 1.2616 | 1.0066 | 1.3419 | 0.7242 |
Largest Winning Trade | 594674 | 594674 | 62007 | 11153786 | 11153786 | 5667715 |
Largest Losing Trade | -44472 | -44472 | -42945 | -7944707 | -7944707 | -6953716 |
Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 29 | 36 | 23 | 29 | 36 | 23 |
Bars Traded | 3417 | 1829 | 1588 | 3417 | 1829 | 1588 |
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 | -67653 | -84584 | -273553 | -111833 | 368104 | -580425 |
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{ "first_band": { "type": "vwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 181, "offset": 14, "multiplier": 3.46751 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 181, "offset": 14, "multiplier": 3.46751 } } }
# | 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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