Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98744.1769 | 193648.4957 | -94904.3188 | -213107.515 | 43963.2694 | -257070.7843 |
Total P&L (%) | 98.7442 | 193.6485 | -94.9043 | -213.1075 | 43.9633 | -257.0708 |
Avg Daily Profit (%) | 0.08 | 0.1569 | -0.0769 | 0 | 0.0295 | 0 |
Buy And Hold Return (%) | 12.5174 | 12.5174 | 12.5174 | 12.5174 | 12.5174 | 12.5174 |
Max Trade Drawdown | -322814 | -78551 | -268852 | -333601 | -114440 | -296234 |
Profit Factor | 1.1116 | 1.5923 | 0.8298 | 0.7136 | 1.1849 | 0.4923 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 123 | 60 | 63 | 73 | 39 | 34 |
Losing Trades | 74 | 38 | 36 | 124 | 59 | 65 |
Profitability (%) | 62.4365 | 61.2245 | 63.6364 | 37.0558 | 39.7959 | 34.3434 |
Ratio Avg Win / Avg Loss | 0.6688 | 1.0085 | 0.4742 | 1.2122 | 1.7925 | 0.9412 |
Largest Winning Trade | 42571 | 42571 | 21696 | 61211 | 61211 | 37378 |
Largest Losing Trade | -170307 | -30016 | -170307 | -220841 | -19761 | -220841 |
Avg Bars in Trades | 36 | 40 | 31 | 36 | 40 | 31 |
Avg Bars in Winners | 25 | 29 | 21 | 51 | 56 | 45 |
Avg Bars in Losers | 54 | 57 | 50 | 27 | 29 | 24 |
Bars Traded | 7131 | 3979 | 3152 | 7131 | 3979 | 3152 |
Profit Streak | 34.813 | 83.813 | 34.813 | 0 | 0 | 0 |
Trades During Streak | 6 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181328 | 421027 | -577858 | -583113 | -176413 | -587156 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 1.67739 } }, "second_band": { "type": "vwma", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 1.67739 } }, "second_band": { "type": "vwma", "factors": { "length": 123, "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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