Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1637493.2933 | 1543542.1382 | 93951.1552 | 83050644.5243 | 101020149.3233 | -17969504.799 |
Total P&L (%) | 1637.4933 | 1543.5421 | 93.9512 | 83050.6445 | 101020.1493 | -17969.5048 |
Avg Daily Profit (%) | 0.8803 | 0.8298 | 0.0505 | 0.3621 | 0.3726 | 0 |
Buy And Hold Return (%) | 8303.5673 | 8303.5673 | 8303.5673 | 8303.5673 | 8303.5673 | 8303.5673 |
Max Trade Drawdown | -88505 | -38826 | -86007 | -38086252 | -22384649 | -33937481 |
Profit Factor | 4.2522 | 7.7553 | 1.3416 | 1.5685 | 2.7976 | 0.8001 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 50.4348 | 52.6316 | 48.2759 | 50.4348 | 52.6316 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.1789 | 6.9798 | 1.4375 | 1.5414 | 2.5178 | 0.8573 |
Largest Winning Trade | 550817 | 550817 | 67483 | 41660364 | 41660364 | 25986090 |
Largest Losing Trade | -36724 | -24515 | -36724 | -17178079 | -10909207 | -17178079 |
Avg Bars in Trades | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Winners | 97 | 102 | 92 | 97 | 102 | 92 |
Avg Bars in Losers | 26 | 20 | 31 | 26 | 20 | 31 |
Bars Traded | 7161 | 3620 | 3541 | 7161 | 3620 | 3541 |
Profit Streak | 0 | 93.3061 | 0 | 0 | 93.3061 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144933 | -322412 | -471631 | 454327 | -163502 | -761503 |
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{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 54, "offset": 52, "multiplier": 2.59886 } } }
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# | 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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