Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243898.3221 | 86619.595 | 157278.7271 | 117402.3835 | -5016.8849 | 122419.2684 |
Total P&L (%) | 243.8983 | 86.6196 | 157.2787 | 117.4024 | -5.0169 | 122.4193 |
Avg Daily Profit (%) | 0.2372 | 0.0842 | 0.153 | 0.0756 | -0.005 | 0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104691 | -139210 | -53194 | -236420 | -241463 | -80101 |
Profit Factor | 1.4122 | 1.2446 | 1.662 | 1.1466 | 0.9895 | 1.3782 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 49.0385 | 42.3077 | 55.7692 | 49.0385 | 42.3077 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.4675 | 1.6971 | 1.3181 | 1.1916 | 1.3493 | 1.093 |
Largest Winning Trade | 108244 | 108244 | 44159 | 118192 | 118192 | 57769 |
Largest Losing Trade | -42340 | -31889 | -42340 | -81153 | -81153 | -61272 |
Avg Bars in Trades | 57 | 52 | 61 | 57 | 52 | 61 |
Avg Bars in Winners | 67 | 54 | 76 | 67 | 54 | 76 |
Avg Bars in Losers | 47 | 50 | 42 | 47 | 50 | 42 |
Bars Traded | 5934 | 2716 | 3218 | 5934 | 2716 | 3218 |
Profit Streak | 50.7877 | 53.621 | 50.7877 | 50.7877 | 53.621 | 50.7877 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366756 | -261261 | -168637 | -149797 | -760751 | -266432 |
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{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 4.81816 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 4.81816 } } }
# | 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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