Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606294.7447 | 515715.8778 | 90578.8669 | 598351.9498 | 238728.5067 | 359623.4431 |
Total P&L (%) | 606.2947 | 515.7159 | 90.5789 | 598.352 | 238.7285 | 359.6234 |
Avg Daily Profit (%) | 0.3249 | 0.2764 | 0.0485 | 0.1042 | 0.0654 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67329 | -63295 | -37313 | -453767 | -409331 | -246954 |
Profit Factor | 2.6478 | 3.6295 | 1.5272 | 1.2476 | 1.1852 | 1.3191 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 40.2439 | 39.0244 | 41.4634 | 40.2439 | 39.0244 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.9316 | 5.6711 | 2.1561 | 1.8526 | 1.8518 | 1.8623 |
Largest Winning Trade | 495105 | 495105 | 52970 | 439825 | 439825 | 255554 |
Largest Losing Trade | -32642 | -32642 | -28640 | -217352 | -217352 | -196388 |
Avg Bars in Trades | 64 | 49 | 79 | 64 | 49 | 79 |
Avg Bars in Winners | 114 | 78 | 147 | 114 | 78 | 147 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 5280 | 2028 | 3252 | 5280 | 2028 | 3252 |
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 | 57033 | 404923 | -128784 | -65139 | -125557 | -85749 |
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{ "first_band": { "type": "vwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 1.84603 } } }
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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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