Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308391.5599 | 329435.4297 | -21043.8698 | -30193.55 | 22721.4177 | -52914.9677 |
Total P&L (%) | 308.3916 | 329.4354 | -21.0439 | -30.1936 | 22.7214 | -52.915 |
Avg Daily Profit (%) | 0.1616 | 0.1726 | -0.011 | -0.0188 | 0.0107 | -0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178817 | -130125 | -139943 | -464335 | -420598 | -298310 |
Profit Factor | 1.4994 | 1.9979 | 0.9268 | 0.9804 | 1.0258 | 0.9194 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 40.2597 | 43.5897 | 36.8421 | 40.2597 | 43.5897 | 36.8421 |
Ratio Avg Win / Avg Loss | 2.2249 | 2.5855 | 1.5888 | 1.4547 | 1.3275 | 1.5761 |
Largest Winning Trade | 259621 | 259621 | 52547 | 181946 | 181946 | 121977 |
Largest Losing Trade | -45463 | -41827 | -45463 | -127139 | -124794 | -127139 |
Avg Bars in Trades | 67 | 51 | 84 | 67 | 51 | 84 |
Avg Bars in Winners | 99 | 55 | 153 | 99 | 55 | 153 |
Avg Bars in Losers | 46 | 48 | 45 | 46 | 48 | 45 |
Bars Traded | 5234 | 2010 | 3224 | 5234 | 2010 | 3224 |
Profit Streak | 0 | 0 | 64.5467 | 0 | 0 | 64.5467 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40359 | 313586 | -582545 | -629176 | -378208 | -582545 |
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{ "first_band": { "type": "vwma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 135, "offset": 0, "multiplier": 2.59857 } } }
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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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