Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632590.0432 | 365764.2434 | 266825.7998 | 4148568.0198 | 565245.2689 | 3583322.7509 |
Total P&L (%) | 632.59 | 365.7642 | 266.8258 | 4148.568 | 565.2453 | 3583.3228 |
Avg Daily Profit (%) | 0.349 | 0.2018 | 0.1472 | 0.2071 | 0.1046 | 0.1992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77276 | -56205 | -78430 | -3606166 | -2405284 | -1520770 |
Profit Factor | 2.2778 | 2.418 | 2.1253 | 1.3852 | 1.0919 | 1.7758 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 53.6585 | 48.7805 | 58.5366 | 53.6585 | 48.7805 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.9672 | 2.5389 | 1.5054 | 1.1963 | 1.1465 | 1.2579 |
Largest Winning Trade | 78667 | 78667 | 65889 | 2695468 | 1602921 | 2695468 |
Largest Losing Trade | -42998 | -26419 | -42998 | -996483 | -996483 | -826890 |
Avg Bars in Trades | 42 | 21 | 63 | 42 | 21 | 63 |
Avg Bars in Winners | 58 | 23 | 87 | 58 | 23 | 87 |
Avg Bars in Losers | 23 | 19 | 29 | 23 | 19 | 29 |
Bars Traded | 3472 | 872 | 2600 | 3472 | 872 | 2600 |
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 | 192396 | 434974 | 311881 | 14378 | -172516 | 411462 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 3.21459 } }, "second_band": { "type": "vwma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 3.21459 } }, "second_band": { "type": "vwma", "factors": { "length": 14, "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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