Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777230.3514 | 754891.2546 | 22339.0968 | 369155.4643 | 466175.6685 | -97020.2042 |
Total P&L (%) | 777.2304 | 754.8913 | 22.3391 | 369.1555 | 466.1757 | -97.0202 |
Avg Daily Profit (%) | 0.4231 | 0.4109 | 0.0122 | 0.0842 | 0.0944 | -0.1911 |
Buy And Hold Return (%) | 86.5508 | 86.5508 | 86.5508 | 86.5508 | 86.5508 | 86.5508 |
Max Trade Drawdown | -140228 | -113854 | -109770 | -784516 | -649877 | -606037 |
Profit Factor | 2.4095 | 3.8328 | 1.0784 | 1.1382 | 1.3691 | 0.9311 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 42.5287 | 43.1818 | 41.8605 | 42.5287 | 43.1818 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.2561 | 5.0431 | 1.4978 | 1.5381 | 1.8014 | 1.2932 |
Largest Winning Trade | 678325 | 678325 | 50367 | 786008 | 786008 | 242946 |
Largest Losing Trade | -46927 | -35175 | -46927 | -427520 | -275522 | -427520 |
Avg Bars in Trades | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Winners | 76 | 64 | 88 | 76 | 64 | 88 |
Avg Bars in Losers | 48 | 55 | 40 | 48 | 55 | 40 |
Bars Traded | 5238 | 2617 | 2621 | 5238 | 2617 | 2621 |
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 | 427028 | 510714 | -479771 | -152593 | -68960 | -582225 |
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{ "first_band": { "type": "vwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 4.27618 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 4.27618 } } }
# | 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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