Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1885985.7183 | 1823813.6557 | 62172.0626 | 1078601.1009 | 2831498.5329 | -1752897.432 |
Total P&L (%) | 1885.9857 | 1823.8137 | 62.1721 | 1078.6011 | 2831.4985 | -1752.8974 |
Avg Daily Profit (%) | 1.0475 | 1.0129 | 0.0345 | 0.1371 | 0.1878 | 0 |
Buy And Hold Return (%) | 208.5674 | 208.5674 | 208.5674 | 208.5674 | 208.5674 | 208.5674 |
Max Trade Drawdown | -95032 | -111155 | -92736 | -3674761 | -2040743 | -3253016 |
Profit Factor | 4.2412 | 8.0318 | 1.1928 | 1.1118 | 1.7774 | 0.7082 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 44.898 | 42.8571 | 46.9388 | 44.898 | 42.8571 | 46.9388 |
Ratio Avg Win / Avg Loss | 5.2051 | 10.7091 | 1.3484 | 1.3644 | 2.3699 | 0.8006 |
Largest Winning Trade | 979786 | 979786 | 66518 | 3988473 | 3988473 | 849152 |
Largest Losing Trade | -67799 | -30172 | -67799 | -2980162 | -662493 | -2980162 |
Avg Bars in Trades | 106 | 92 | 120 | 106 | 92 | 120 |
Avg Bars in Winners | 184 | 148 | 217 | 184 | 148 | 217 |
Avg Bars in Losers | 42 | 50 | 33 | 42 | 50 | 33 |
Bars Traded | 10395 | 4511 | 5884 | 10395 | 4511 | 5884 |
Profit Streak | 0 | 0 | 31.059 | 0 | 0 | 31.059 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 680263 | 691113 | -321573 | -110102 | 310414 | -581331 |
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{ "first_band": { "type": "vwma", "factors": { "length": 45, "offset": 216 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.54833 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1885985.7182756122, 1823813.655710382, 62172.0625652306, 1078601.100932159, 2831498.5328952493, -1752897.4319630899 ], [ 1885.985718, 1823.813656, 62.172063, 1078.601101, 2831.498533, -1752.897432 ], [ 1.047479, 1.012948, 0.03453, 0.137107, 0.187796, 0 ], [ 208.567416, 208.567416, 208.567416, 208.567416, 208.567416, 208.567416 ], [ -95032, -111155, -92736, -3674761, -2040743, -3253016 ], [ 4.241203, 8.031839, 1.192774, 1.11177, 1.777426, 0.708242 ], [ 98, 49, 49, 98, 49, 49 ], [ 44, 21, 23, 44, 21, 23 ], [ 54, 28, 26, 54, 28, 26 ], [ 44.897959, 42.857143, 46.938776, 44.897959, 42.857143, 46.938776 ], [ 5.205112, 10.709119, 1.348353, 1.364445, 2.369901, 0.800622 ], [ 979786, 979786, 66518, 3988473, 3988473, 849152 ], [ -67799, -30172, -67799, -2980162, -662493, -2980162 ], [ 106, 92, 120, 106, 92, 120 ], [ 184, 148, 217, 184, 148, 217 ], [ 42, 50, 33, 42, 50, 33 ], [ 10395, 4511, 5884, 10395, 4511, 5884 ], [ 0, 0, 31.059014, 0, 0, 31.059014 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 680263, 691113, -321573, -110102, 310414, -581331 ] ] }
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{ "first_band": { "type": "vwma", "factors": { "length": 45, "offset": 216 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.54833 } } }
# | 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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