Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192461.3768 | 81787.2976 | 110674.0792 | 58444.7683 | -16808.6984 | 75253.4666 |
Total P&L (%) | 192.4614 | 81.7873 | 110.6741 | 58.4448 | -16.8087 | 75.2535 |
Avg Daily Profit (%) | 0.1707 | 0.0725 | 0.0982 | 0.0408 | -0.0163 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158440 | -59626 | -138324 | -172041 | -126047 | -167580 |
Profit Factor | 1.332 | 1.2881 | 1.374 | 1.069 | 0.9633 | 1.1937 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 52.7027 | 47.2973 | 58.1081 | 52.7027 | 47.2973 | 58.1081 |
Ratio Avg Win / Avg Loss | 1.1953 | 1.4353 | 0.9905 | 0.9594 | 1.0734 | 0.8606 |
Largest Winning Trade | 42707 | 42707 | 28946 | 44582 | 44582 | 33334 |
Largest Losing Trade | -72906 | -19269 | -72906 | -82741 | -35898 | -82741 |
Avg Bars in Trades | 28 | 34 | 23 | 28 | 34 | 23 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 27 | 35 | 17 | 27 | 35 | 17 |
Bars Traded | 4259 | 2516 | 1743 | 4259 | 2516 | 1743 |
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 | 312098 | -161585 | -125909 | -284373 | -644620 | -198377 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 2.633 } }, "second_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 2.633 } }, "second_band": { "type": "vwma", "factors": { "length": 43, "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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