Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550377.5998 | 1574779.588 | -24401.9882 | 267385.3089 | 2037540.6442 | -1770155.3353 |
Total P&L (%) | 1550.3776 | 1574.7796 | -24.402 | 267.3853 | 2037.5406 | -1770.1553 |
Avg Daily Profit (%) | 0.6568 | 0.6672 | -0.0103 | 0.0551 | 0.1298 | 0 |
Buy And Hold Return (%) | 464.6559 | 464.6559 | 464.6559 | 464.6559 | 464.6559 | 464.6559 |
Max Trade Drawdown | -309783 | -220259 | -130052 | -12204282 | -7571837 | -5327324 |
Profit Factor | 2.9708 | 5.4981 | 0.9441 | 1.018 | 1.2572 | 0.744 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 40.625 | 35.4167 | 45.8333 | 40.625 | 35.4167 | 45.8333 |
Ratio Avg Win / Avg Loss | 4.3419 | 10.026 | 1.1158 | 1.4879 | 2.2925 | 0.8793 |
Largest Winning Trade | 1398484 | 1398484 | 54555 | 8963755 | 8963755 | 2740034 |
Largest Losing Trade | -59355 | -35887 | -59355 | -3416417 | -3126206 | -3416417 |
Avg Bars in Trades | 71 | 64 | 77 | 71 | 64 | 77 |
Avg Bars in Winners | 99 | 105 | 96 | 99 | 105 | 96 |
Avg Bars in Losers | 51 | 42 | 62 | 51 | 42 | 62 |
Bars Traded | 6836 | 3106 | 3730 | 6836 | 3106 | 3730 |
Profit Streak | 45.7478 | 45.7478 | 69.4145 | 45.7478 | 45.7478 | 69.4145 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461998 | 446403 | -579674 | -487732 | -25266 | -581340 |
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{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.84451 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.84451 } } }
# | 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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