Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1313163.5849 | 1284264.6636 | 28898.9213 | 327438.7489 | 801876.6296 | -474437.8806 |
Total P&L (%) | 1313.1636 | 1284.2647 | 28.8989 | 327.4387 | 801.8766 | -474.4379 |
Avg Daily Profit (%) | 0.7049 | 0.6894 | 0.0155 | 0.078 | 0.1181 | 0 |
Buy And Hold Return (%) | 44.5849 | 44.5849 | 44.5849 | 44.5849 | 44.5849 | 44.5849 |
Max Trade Drawdown | -107636 | -119753 | -82999 | -1776495 | -1497551 | -1333408 |
Profit Factor | 3.321 | 5.6517 | 1.0998 | 1.0579 | 1.3023 | 0.842 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 39.7727 | 34.0909 | 45.4545 | 39.7727 | 34.0909 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.029 | 10.9267 | 1.3197 | 1.602 | 2.5178 | 1.0103 |
Largest Winning Trade | 1244853 | 1244853 | 64616 | 1184426 | 1184426 | 647402 |
Largest Losing Trade | -48760 | -38465 | -48760 | -860087 | -672194 | -860087 |
Avg Bars in Trades | 60 | 52 | 69 | 60 | 52 | 69 |
Avg Bars in Winners | 90 | 73 | 103 | 90 | 73 | 103 |
Avg Bars in Losers | 41 | 40 | 41 | 41 | 40 | 41 |
Bars Traded | 5356 | 2288 | 3068 | 5356 | 2288 | 3068 |
Profit Streak | 17.5335 | 0 | 85.5335 | 17.5335 | 0 | 85.5335 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558992 | 517130 | -448994 | -247693 | -39813 | -579412 |
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{ "first_band": { "type": "vwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 2.71574 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 2.71574 } } }
# | 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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