Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550530.4343 | 1498237.58 | 52292.8543 | 34079907.7219 | 42503042.7044 | -8423134.9824 |
Total P&L (%) | 1550.5304 | 1498.2376 | 52.2929 | 34079.9077 | 42503.0427 | -8423.135 |
Avg Daily Profit (%) | 0.8311 | 0.8031 | 0.028 | 0.3132 | 0.325 | 0 |
Buy And Hold Return (%) | 8970.7796 | 8970.7796 | 8970.7796 | 8970.7796 | 8970.7796 | 8970.7796 |
Max Trade Drawdown | -84682 | -75093 | -108506 | -12241217 | -4323675 | -11981332 |
Profit Factor | 3.7905 | 6.9645 | 1.1718 | 1.5894 | 3.0075 | 0.7702 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 47.0588 | 49.1525 | 45 | 47.0588 | 49.1525 | 45 |
Ratio Avg Win / Avg Loss | 4.2643 | 7.2046 | 1.4321 | 1.788 | 3.1112 | 0.9413 |
Largest Winning Trade | 550817 | 550817 | 68092 | 21569529 | 21569529 | 10284087 |
Largest Losing Trade | -36856 | -24930 | -36856 | -5977211 | -2782839 | -5977211 |
Avg Bars in Trades | 89 | 90 | 89 | 89 | 90 | 89 |
Avg Bars in Winners | 139 | 148 | 129 | 139 | 148 | 129 |
Avg Bars in Losers | 46 | 34 | 56 | 46 | 34 | 56 |
Bars Traded | 10702 | 5347 | 5355 | 10702 | 5347 | 5355 |
Profit Streak | 0 | 98.8158 | 0 | 0 | 98.8158 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146504 | -320132 | -523930 | 314631 | -162766 | -751902 |
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 3.293 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 3.293 } } }
# | 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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