Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937131.4012 | 862326.3741 | 74805.0271 | 1427650.1708 | 1292798.5811 | 134851.5897 |
Total P&L (%) | 937.1314 | 862.3264 | 74.805 | 1427.6502 | 1292.7986 | 134.8516 |
Avg Daily Profit (%) | 0.5092 | 0.4685 | 0.0406 | 0.1482 | 0.1432 | 0.0464 |
Buy And Hold Return (%) | 143.3987 | 143.3987 | 143.3987 | 143.3987 | 143.3987 | 143.3987 |
Max Trade Drawdown | -84074 | -66718 | -65373 | -1877113 | -821089 | -1479764 |
Profit Factor | 2.9732 | 4.4509 | 1.3324 | 1.2046 | 1.3756 | 1.0381 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 43.956 | 45.6522 | 42.2222 | 43.956 | 45.6522 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.7908 | 5.2987 | 1.8233 | 1.5359 | 1.6376 | 1.4206 |
Largest Winning Trade | 744797 | 744797 | 57933 | 1148371 | 925072 | 1148371 |
Largest Losing Trade | -34309 | -34309 | -33728 | -687614 | -350931 | -687614 |
Avg Bars in Trades | 77 | 71 | 83 | 77 | 71 | 83 |
Avg Bars in Winners | 129 | 112 | 149 | 129 | 112 | 149 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 7024 | 3273 | 3751 | 7024 | 3273 | 3751 |
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 | 501876 | 556208 | -305957 | 135607 | -1403 | -478241 |
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{ "first_band": { "type": "vwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 3.17915 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 3.17915 } } }
# | 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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