Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591640.1113 | 465581.8907 | 126058.2206 | 962513.1005 | 968130.6409 | -5617.5404 |
Total P&L (%) | 591.6401 | 465.5819 | 126.0582 | 962.5131 | 968.1306 | -5.6175 |
Avg Daily Profit (%) | 0.311 | 0.2447 | 0.0663 | 0.1243 | 0.1246 | -0.003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112062 | -46836 | -156483 | -2688514 | -1268786 | -1730223 |
Profit Factor | 1.8377 | 2.5418 | 1.3118 | 1.1228 | 1.2833 | 0.9987 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 48.8636 | 54.5455 | 43.1818 | 48.8636 | 54.5455 | 43.1818 |
Ratio Avg Win / Avg Loss | 1.9232 | 2.1181 | 1.7261 | 1.175 | 1.0694 | 1.3141 |
Largest Winning Trade | 146733 | 146733 | 70526 | 1348665 | 481538 | 1348665 |
Largest Losing Trade | -53689 | -34214 | -53689 | -998429 | -998429 | -690119 |
Avg Bars in Trades | 39 | 25 | 53 | 39 | 25 | 53 |
Avg Bars in Winners | 54 | 26 | 90 | 54 | 26 | 90 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 3481 | 1107 | 2374 | 3481 | 1107 | 2374 |
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 | 441589 | 495881 | -105786 | -112329 | -25387 | -581704 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.32301 } }, "second_band": { "type": "vwma", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.32301 } }, "second_band": { "type": "vwma", "factors": { "length": 15, "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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