Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470405.4145 | 244604.5561 | 225800.8584 | 273579.4858 | 41013.7374 | 232565.7484 |
Total P&L (%) | 470.4054 | 244.6046 | 225.8009 | 273.5795 | 41.0137 | 232.5657 |
Avg Daily Profit (%) | 0.2771 | 0.1441 | 0.133 | 0.0777 | 0.0202 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176931 | -112121 | -123286 | -414120 | -361135 | -142424 |
Profit Factor | 1.8275 | 1.8726 | 1.7835 | 1.2529 | 1.0675 | 1.4906 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 69.0265 | 66.0714 | 71.9298 | 69.0265 | 66.0714 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.82 | 0.9616 | 0.696 | 0.5622 | 0.5482 | 0.5817 |
Largest Winning Trade | 67198 | 67198 | 44314 | 121795 | 121795 | 51497 |
Largest Losing Trade | -92951 | -52134 | -92951 | -179625 | -179625 | -126959 |
Avg Bars in Trades | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Winners | 24 | 18 | 30 | 24 | 18 | 30 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 3310 | 1511 | 1799 | 3310 | 1511 | 1799 |
Profit Streak | 10.6942 | 54.6942 | 10.6942 | 10.6942 | 54.6942 | 10.6942 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471983 | -176190 | -191406 | -86974 | -492207 | -275369 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 3.13408 } }, "second_band": { "type": "vwma", "factors": { "length": 70, "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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