Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877958.5423 | 859839.833 | 18118.7092 | 541825.6021 | 173355.5986 | 368470.0036 |
Total P&L (%) | 877.9585 | 859.8398 | 18.1187 | 541.8256 | 173.3556 | 368.47 |
Avg Daily Profit (%) | 0.4642 | 0.4546 | 0.0096 | 0.0983 | 0.0532 | 0.0817 |
Buy And Hold Return (%) | 346.5024 | 346.5024 | 346.5024 | 346.5024 | 346.5024 | 346.5024 |
Max Trade Drawdown | -110805 | -52046 | -128801 | -1201334 | -781280 | -825816 |
Profit Factor | 2.4217 | 4.1264 | 1.0529 | 1.1002 | 1.0627 | 1.1396 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 42.0455 | 38.6364 | 45.4545 | 42.0455 | 38.6364 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.338 | 6.5538 | 1.2635 | 1.5165 | 1.6878 | 1.3675 |
Largest Winning Trade | 592860 | 592860 | 51244 | 587063 | 587063 | 395585 |
Largest Losing Trade | -56641 | -27148 | -56641 | -427556 | -343096 | -427556 |
Avg Bars in Trades | 61 | 49 | 72 | 61 | 49 | 72 |
Avg Bars in Winners | 98 | 74 | 119 | 98 | 74 | 119 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 5371 | 2178 | 3193 | 5371 | 2178 | 3193 |
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 | 306930 | 335829 | -509862 | -183095 | -442522 | -298660 |
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{ "first_band": { "type": "vwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 191, "offset": 0, "multiplier": 2.85058 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 191, "offset": 0, "multiplier": 2.85058 } } }
# | 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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