Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445438.925 | 1349586.2822 | 95852.6428 | 5874897.8191 | 7502991.3549 | -1628093.5358 |
Total P&L (%) | 1445.4389 | 1349.5863 | 95.8526 | 5874.8978 | 7502.9914 | -1628.0935 |
Avg Daily Profit (%) | 0.6578 | 0.6142 | 0.0436 | 0.1863 | 0.1973 | 0 |
Buy And Hold Return (%) | 550.204 | 550.204 | 550.204 | 550.204 | 550.204 | 550.204 |
Max Trade Drawdown | -161028 | -71963 | -122381 | -6405211 | -4590640 | -4488515 |
Profit Factor | 2.6572 | 3.9574 | 1.2305 | 1.2857 | 1.6565 | 0.8217 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 47.2727 | 46.988 | 47.561 | 47.2727 | 46.988 | 47.561 |
Ratio Avg Win / Avg Loss | 2.9638 | 4.4647 | 1.3567 | 1.4341 | 1.8688 | 0.906 |
Largest Winning Trade | 564119 | 564119 | 62214 | 7333389 | 7333389 | 867137 |
Largest Losing Trade | -51163 | -51163 | -48164 | -2759493 | -2451637 | -2759493 |
Avg Bars in Trades | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Winners | 74 | 62 | 86 | 74 | 62 | 86 |
Avg Bars in Losers | 32 | 31 | 32 | 32 | 31 | 32 |
Bars Traded | 8596 | 3808 | 4788 | 8596 | 3808 | 4788 |
Profit Streak | 0 | 0 | 161.8829 | 0 | 0 | 161.8829 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481702 | 476476 | -304783 | 277968 | 347353 | -584802 |
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{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 2.55394 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 2.55394 } } }
# | 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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