Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705455.0888 | 550877.8909 | 154577.1979 | 1152965.0708 | -179265.9818 | 1332231.0526 |
Total P&L (%) | 705.4551 | 550.8779 | 154.5772 | 1152.9651 | -179.266 | 1332.2311 |
Avg Daily Profit (%) | 0.3685 | 0.2877 | 0.0807 | 0.1321 | 0 | 0.1391 |
Buy And Hold Return (%) | 88.6659 | 88.6659 | 88.6659 | 88.6659 | 88.6659 | 88.6659 |
Max Trade Drawdown | -89402 | -140647 | -87920 | -1449848 | -1229594 | -470325 |
Profit Factor | 2.3025 | 2.581 | 1.8002 | 1.2545 | 0.9471 | 2.1678 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 55.2239 | 55.8824 | 54.5455 | 55.2239 | 55.8824 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.8669 | 2.0376 | 1.5002 | 1.0172 | 0.7477 | 1.8065 |
Largest Winning Trade | 238235 | 238235 | 43761 | 878247 | 878247 | 516732 |
Largest Losing Trade | -76886 | -49570 | -76886 | -627218 | -627218 | -364723 |
Avg Bars in Trades | 52 | 42 | 63 | 52 | 42 | 63 |
Avg Bars in Winners | 60 | 39 | 81 | 60 | 39 | 81 |
Avg Bars in Losers | 43 | 46 | 40 | 43 | 46 | 40 |
Bars Traded | 3531 | 1448 | 2083 | 3531 | 1448 | 2083 |
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 | -106460 | 501471 | -89773 | -136723 | -580032 | -2193 |
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{ "first_band": { "type": "vwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 50, "offset": 12, "multiplier": 3.26728 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 50, "offset": 12, "multiplier": 3.26728 } } }
# | 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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