Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644824.191 | 406789.1176 | 238035.0734 | 11649730.9029 | 9475001.4636 | 2174729.4393 |
Total P&L (%) | 644.8242 | 406.7891 | 238.0351 | 11649.7309 | 9475.0015 | 2174.7294 |
Avg Daily Profit (%) | 0.2704 | 0.1706 | 0.0998 | 0.2001 | 0.1915 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41731 | -40078 | -51013 | -2836740 | -569476 | -2836740 |
Profit Factor | 3.6188 | 4.7935 | 2.7126 | 2.9962 | 7.9014 | 1.4873 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 14 | 6 | 8 | 14 | 6 | 8 |
Profitability (%) | 75.4386 | 79.3103 | 71.4286 | 75.4386 | 79.3103 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.1782 | 1.2505 | 1.085 | 0.9755 | 2.0612 | 0.5949 |
Largest Winning Trade | 115181 | 115181 | 50520 | 2729529 | 2729529 | 1559952 |
Largest Losing Trade | -42772 | -42772 | -26617 | -2836740 | -319309 | -2836740 |
Avg Bars in Trades | 78 | 64 | 93 | 78 | 64 | 93 |
Avg Bars in Winners | 65 | 50 | 82 | 65 | 50 | 82 |
Avg Bars in Losers | 119 | 118 | 121 | 119 | 118 | 121 |
Bars Traded | 4479 | 1867 | 2611 | 4479 | 1867 | 2611 |
Profit Streak | 143.8087 | 175.8087 | 143.8087 | 143.8087 | 175.8087 | 143.8087 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160540 | 684081 | -73346 | -163867 | 777360 | -35710 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 235, "offset": 0, "multiplier": 4.50861 } }, "second_band": { "type": "vwma", "factors": { "length": 204, "offset": 0 } } }
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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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