Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940428.9973 | 893903.8566 | 46525.1406 | 1194260.0443 | 1572951.7414 | -378691.6971 |
Total P&L (%) | 940.429 | 893.9039 | 46.5251 | 1194.26 | 1572.9517 | -378.6917 |
Avg Daily Profit (%) | 0.3758 | 0.3572 | 0.0186 | 0.1024 | 0.1126 | 0 |
Buy And Hold Return (%) | 498.1711 | 498.1711 | 498.1711 | 498.1711 | 498.1711 | 498.1711 |
Max Trade Drawdown | -180803 | -144091 | -112186 | -2261658 | -1192061 | -1313849 |
Profit Factor | 2.581 | 4.1057 | 1.1515 | 1.2562 | 1.686 | 0.8401 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 53.012 | 57.1429 | 48.7805 | 53.012 | 57.1429 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.2877 | 3.0793 | 1.2091 | 1.1135 | 1.2645 | 0.8821 |
Largest Winning Trade | 583556 | 583556 | 52769 | 2069107 | 2069107 | 567219 |
Largest Losing Trade | -66322 | -38632 | -66322 | -1032887 | -737171 | -1032887 |
Avg Bars in Trades | 87 | 81 | 93 | 87 | 81 | 93 |
Avg Bars in Winners | 103 | 98 | 110 | 103 | 98 | 110 |
Avg Bars in Losers | 69 | 60 | 76 | 69 | 60 | 76 |
Bars Traded | 7260 | 3439 | 3820 | 7260 | 3439 | 3820 |
Profit Streak | 0 | 0 | 68.7369 | 0 | 0 | 68.7369 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 213754 | 332287 | -386686 | -61196 | -42115 | -579836 |
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{ "first_band": { "type": "vwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 3.04738 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 3.04738 } } }
# | 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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