Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436555.0579 | 452232.2348 | -15677.177 | -92817.7558 | -7935.5542 | -84882.2016 |
Total P&L (%) | 436.5551 | 452.2322 | -15.6772 | -92.8178 | -7.9356 | -84.8822 |
Avg Daily Profit (%) | 0.226 | 0.2341 | -0.0081 | -0.1362 | -0.0043 | -0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266471 | -115846 | -196720 | -143711 | -53739 | -51685 |
Profit Factor | 1.3972 | 1.8559 | 0.9725 | 0.5203 | 0.9018 | 0.247 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 48.1752 | 47.8261 | 48.5294 | 48.1752 | 47.8261 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.503 | 2.0246 | 1.0315 | 0.5597 | 0.9837 | 0.2619 |
Largest Winning Trade | 353123 | 353123 | 50460 | 44139 | 44139 | 3736 |
Largest Losing Trade | -95711 | -50507 | -95711 | -39054 | -33016 | -39054 |
Avg Bars in Trades | 40 | 40 | 41 | 40 | 40 | 41 |
Avg Bars in Winners | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
Bars Traded | 5609 | 2788 | 2821 | 5609 | 2788 | 2821 |
Profit Streak | 0 | 0 | 69.974 | 0 | 0 | 69.974 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334268 | -91368 | -687763 | -581124 | -683581 | -689151 |
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{ "first_band": { "type": "vwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 3.31827 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 3.31827 } } }
# | 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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