Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888004.9354 | 767765.0118 | 120239.9236 | 2930548.5813 | 1878860.1382 | 1051688.4431 |
Total P&L (%) | 888.0049 | 767.765 | 120.2399 | 2930.5486 | 1878.8601 | 1051.6884 |
Avg Daily Profit (%) | 0.4264 | 0.3686 | 0.0577 | 0.1639 | 0.1434 | 0.1174 |
Buy And Hold Return (%) | 60.6723 | 60.6723 | 60.6723 | 60.6723 | 60.6723 | 60.6723 |
Max Trade Drawdown | -115482 | -151373 | -189545 | -2272688 | -2234437 | -1103473 |
Profit Factor | 1.7009 | 2.2598 | 1.1829 | 1.197 | 1.2308 | 1.1562 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Profitability (%) | 42.6667 | 42 | 43.3333 | 42.6667 | 42 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.2856 | 3.1207 | 1.5469 | 1.6085 | 1.6997 | 1.5119 |
Largest Winning Trade | 286433 | 286433 | 66689 | 2183003 | 2183003 | 1143617 |
Largest Losing Trade | -48771 | -28321 | -48771 | -857567 | -857567 | -726052 |
Avg Bars in Trades | 81 | 76 | 86 | 81 | 76 | 86 |
Avg Bars in Winners | 121 | 109 | 133 | 121 | 109 | 133 |
Avg Bars in Losers | 51 | 52 | 51 | 51 | 52 | 51 |
Bars Traded | 24512 | 11501 | 13012 | 24512 | 11501 | 13012 |
Profit Streak | 0 | 0 | 18.4762 | 0 | 0 | 18.4762 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428856 | 392404 | -142882 | 135600 | -3260 | -85278 |
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{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 151, "offset": 0, "multiplier": 3.43141 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 151, "offset": 0, "multiplier": 3.43141 } } }
# | 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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