Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222701.7647 | 126866.7636 | 95835.001 | 282077.0314 | 226653.8853 | 55423.1461 |
Total P&L (%) | 222.7018 | 126.8668 | 95.835 | 282.077 | 226.6539 | 55.4231 |
Avg Daily Profit (%) | 0.2414 | 0.1375 | 0.1039 | 0.1454 | 0.1284 | 0.0478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69296 | -51555 | -70637 | -233462 | -126551 | -132222 |
Profit Factor | 1.5534 | 1.7385 | 1.4155 | 1.3074 | 1.531 | 1.1129 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 57.6087 | 58.6957 | 56.5217 | 57.6087 | 58.6957 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.143 | 1.2234 | 1.0888 | 0.9621 | 1.0774 | 0.8561 |
Largest Winning Trade | 42475 | 42475 | 40655 | 108884 | 108884 | 90977 |
Largest Losing Trade | -26738 | -17300 | -26738 | -126453 | -94340 | -126453 |
Avg Bars in Trades | 26 | 19 | 32 | 26 | 19 | 32 |
Avg Bars in Winners | 25 | 16 | 34 | 25 | 16 | 34 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 2423 | 911 | 1512 | 2423 | 911 | 1512 |
Profit Streak | 0 | 0 | 39.1224 | 0 | 0 | 39.1224 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400187 | -5809 | -52061 | 36446 | -18664 | -226535 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 226, "offset": 183, "multiplier": 3.28 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 226, "offset": 183, "multiplier": 3.28 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "offset": 0 } } }
# | 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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