Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375544.24 | 1331833.6529 | 43710.5871 | 26212230.9235 | 26477881.2107 | -265650.2872 |
Total P&L (%) | 1375.5442 | 1331.8337 | 43.7106 | 26212.2309 | 26477.8812 | -265.6503 |
Avg Daily Profit (%) | 0.7406 | 0.7171 | 0.0235 | 0.3005 | 0.301 | 0 |
Buy And Hold Return (%) | 7586.9773 | 7586.9773 | 7586.9773 | 7586.9773 | 7586.9773 | 7586.9773 |
Max Trade Drawdown | -129960 | -65208 | -131849 | -6255350 | -3367120 | -10118801 |
Profit Factor | 3.2997 | 5.9156 | 1.1336 | 1.8535 | 3.8578 | 0.9876 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 51.5152 | 53.0303 | 50 | 51.5152 | 53.0303 | 50 |
Ratio Avg Win / Avg Loss | 3.1056 | 5.2395 | 1.1336 | 1.7445 | 3.4169 | 0.9876 |
Largest Winning Trade | 386153 | 386153 | 63347 | 8033282 | 8033282 | 7002415 |
Largest Losing Trade | -47209 | -47209 | -36633 | -4719118 | -1591091 | -4719118 |
Avg Bars in Trades | 82 | 84 | 79 | 82 | 84 | 79 |
Avg Bars in Winners | 121 | 122 | 119 | 121 | 122 | 119 |
Avg Bars in Losers | 40 | 42 | 39 | 40 | 42 | 39 |
Bars Traded | 10836 | 5602 | 5234 | 10836 | 5602 | 5234 |
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 | -146264 | -268641 | -524969 | 369128 | -110604 | -704958 |
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{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 44, "offset": 0, "multiplier": 3.33291 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 44, "offset": 0, "multiplier": 3.33291 } } }
# | 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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