Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58696.3799 | 41224.7039 | 17471.676 | 37213.487 | 40019.4112 | -2805.9242 |
Total P&L (%) | 58.6964 | 41.2247 | 17.4717 | 37.2135 | 40.0194 | -2.8059 |
Avg Daily Profit (%) | 0.4226 | 0.2968 | 0.1258 | 0.228 | 0.2426 | -0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51265 | -22029 | -55438 | -66392 | -21918 | -74240 |
Profit Factor | 1.214 | 1.3401 | 1.1141 | 1.1232 | 1.3075 | 0.9837 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 60.8491 | 60.3774 | 61.3208 | 60.8491 | 60.3774 | 61.3208 |
Ratio Avg Win / Avg Loss | 0.7811 | 0.8794 | 0.7027 | 0.7227 | 0.858 | 0.6205 |
Largest Winning Trade | 8781 | 8781 | 8054 | 10126 | 10126 | 7842 |
Largest Losing Trade | -36980 | -16501 | -36980 | -45337 | -16128 | -45337 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Losers | 74 | 74 | 75 | 74 | 74 | 75 |
Bars Traded | 13082 | 6553 | 6529 | 13082 | 6553 | 6529 |
Profit Streak | 142.4591 | 142.4695 | 142.4591 | 142.4591 | 142.4695 | 142.4591 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317160 | 203054 | -129971 | -79172 | 175361 | -580402 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 181, "offset": 0, "multiplier": 3.18933 } }, "second_band": { "type": "vwma", "factors": { "length": 199, "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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