Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509288.0934 | 500885.9119 | 8402.1815 | -15419.414 | 24354.872 | -39774.286 |
Total P&L (%) | 509.2881 | 500.8859 | 8.4022 | -15.4194 | 24.3549 | -39.7743 |
Avg Daily Profit (%) | 0.2615 | 0.2572 | 0.0043 | -0.0086 | 0.0112 | -0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116781 | -146425 | -147694 | -181174 | -217828 | -149224 |
Profit Factor | 1.3717 | 1.7035 | 1.0128 | 0.9887 | 1.0338 | 0.9378 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 173 | 88 | 85 | 173 | 88 | 85 |
Profitability (%) | 43.2787 | 42.4837 | 44.0789 | 43.2787 | 42.4837 | 44.0789 |
Ratio Avg Win / Avg Loss | 1.7977 | 2.3063 | 1.2848 | 1.2958 | 1.3996 | 1.1898 |
Largest Winning Trade | 398247 | 398247 | 51849 | 145080 | 145080 | 48913 |
Largest Losing Trade | -47500 | -25992 | -47500 | -54329 | -53173 | -54329 |
Avg Bars in Trades | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Winners | 37 | 28 | 46 | 37 | 28 | 46 |
Avg Bars in Losers | 15 | 17 | 14 | 15 | 17 | 14 |
Bars Traded | 7699 | 3364 | 4335 | 7699 | 3364 | 4335 |
Profit Streak | 0 | 0 | 39.115 | 0 | 0 | 39.115 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340405 | 336812 | -559594 | -579852 | -367637 | -579387 |
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{ "first_band": { "type": "vwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 1.67483 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 1.67483 } } }
# | 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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