Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989543.1153 | 981842.151 | 7700.9644 | 677855.222 | 210240.0563 | 467615.1657 |
Total P&L (%) | 989.5431 | 981.8422 | 7.701 | 677.8552 | 210.2401 | 467.6152 |
Avg Daily Profit (%) | 0.5261 | 0.522 | 0.0041 | 0.1091 | 0.0602 | 0.0923 |
Buy And Hold Return (%) | 429.0963 | 429.0963 | 429.0963 | 429.0963 | 429.0963 | 429.0963 |
Max Trade Drawdown | -89879 | -54615 | -152947 | -1090964 | -656535 | -537392 |
Profit Factor | 2.6355 | 4.6875 | 1.0227 | 1.1662 | 1.0984 | 1.2409 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 43.956 | 36.9565 | 51.1111 | 43.956 | 36.9565 | 51.1111 |
Ratio Avg Win / Avg Loss | 3.3603 | 7.9963 | 0.9783 | 1.4869 | 1.8737 | 1.187 |
Largest Winning Trade | 564775 | 564775 | 62203 | 591289 | 591289 | 575771 |
Largest Losing Trade | -62016 | -20253 | -62016 | -258048 | -258048 | -251115 |
Avg Bars in Trades | 79 | 61 | 96 | 79 | 61 | 96 |
Avg Bars in Winners | 127 | 110 | 140 | 127 | 110 | 140 |
Avg Bars in Losers | 41 | 33 | 51 | 41 | 33 | 51 |
Bars Traded | 7204 | 2843 | 4361 | 7204 | 2843 | 4361 |
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 | 320240 | 301995 | -550104 | -96389 | -394512 | -207592 |
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{ "first_band": { "type": "vwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 174, "offset": 0, "multiplier": 3.25504 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 174, "offset": 0, "multiplier": 3.25504 } } }
# | 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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