Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780257.008 | 1778123.9344 | 2133.0736 | -26530.7169 | 3360946.6308 | -3387477.3477 |
Total P&L (%) | 1780.257 | 1778.1239 | 2.1331 | -26.5307 | 3360.9466 | -3387.4773 |
Avg Daily Profit (%) | 0.7692 | 0.7683 | 0.0009 | -0.0133 | 0.1532 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240597 | -188478 | -130757 | -4379231 | -1862851 | -3614152 |
Profit Factor | 3.5248 | 6.2882 | 1.0058 | 0.9964 | 2.1585 | 0.2361 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 44.2857 | 45.7143 | 42.8571 | 44.2857 | 45.7143 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.4344 | 7.4673 | 1.341 | 1.2535 | 2.5632 | 0.3147 |
Largest Winning Trade | 1679702 | 1679702 | 79866 | 3876782 | 3876782 | 517701 |
Largest Losing Trade | -94003 | -48338 | -94003 | -1837208 | -958435 | -1837208 |
Avg Bars in Trades | 59 | 62 | 56 | 59 | 62 | 56 |
Avg Bars in Winners | 97 | 89 | 105 | 97 | 89 | 105 |
Avg Bars in Losers | 29 | 40 | 19 | 29 | 40 | 19 |
Bars Traded | 4175 | 2193 | 1982 | 4175 | 2193 | 1982 |
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 | -81384 | 710876 | -574308 | -680111 | 362442 | -583565 |
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{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 207, "offset": 0, "multiplier": 3.79381 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 207, "offset": 0, "multiplier": 3.79381 } } }
# | 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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