Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305793.1485 | 231133.0728 | 74660.0757 | 116704.058 | 216508.9302 | -99804.8722 |
Total P&L (%) | 305.7931 | 231.1331 | 74.6601 | 116.7041 | 216.5089 | -99.8049 |
Avg Daily Profit (%) | 0.2137 | 0.1615 | 0.0522 | 0.0541 | 0.0806 | -0.4351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134016 | -62468 | -120653 | -487793 | -207429 | -427011 |
Profit Factor | 1.2618 | 1.3847 | 1.1317 | 1.0488 | 1.1792 | 0.9158 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Losing Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Profitability (%) | 53.8194 | 53.4722 | 54.1667 | 53.8194 | 53.4722 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.0827 | 1.2048 | 0.9576 | 0.8999 | 1.026 | 0.7749 |
Largest Winning Trade | 67670 | 67670 | 23243 | 93562 | 93562 | 69010 |
Largest Losing Trade | -45503 | -38429 | -45503 | -132193 | -104459 | -132193 |
Avg Bars in Trades | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 27 | 30 | 24 | 27 | 30 | 24 |
Bars Traded | 8243 | 4489 | 3754 | 8243 | 4489 | 3754 |
Profit Streak | 17.4399 | 18.7733 | 17.4399 | 17.4399 | 18.7733 | 17.4399 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393666 | 314342 | -199392 | -285930 | -108016 | -579564 |
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{ "first_band": { "type": "vwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 3.5262 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 3.5262 } } }
# | 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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