Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849920.3711 | 849445.185 | 475.1861 | 198120.076 | 77706.2393 | 120413.8367 |
Total P&L (%) | 849.9204 | 849.4452 | 0.4752 | 198.1201 | 77.7062 | 120.4138 |
Avg Daily Profit (%) | 0.4597 | 0.4594 | 0.0003 | 0.0591 | 0.0311 | 0.0428 |
Buy And Hold Return (%) | 113.5551 | 113.5551 | 113.5551 | 113.5551 | 113.5551 | 113.5551 |
Max Trade Drawdown | -146972 | -90605 | -133820 | -958586 | -705514 | -761133 |
Profit Factor | 2.7082 | 4.3371 | 1.002 | 1.0789 | 1.0582 | 1.1023 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 38.8235 | 41.8605 | 35.7143 | 38.8235 | 41.8605 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.2675 | 6.0238 | 1.8035 | 1.7001 | 1.4698 | 1.9842 |
Largest Winning Trade | 859327 | 859327 | 45006 | 598742 | 598742 | 346840 |
Largest Losing Trade | -33728 | -25728 | -33728 | -266956 | -266956 | -212030 |
Avg Bars in Trades | 41 | 38 | 43 | 41 | 38 | 43 |
Avg Bars in Winners | 71 | 57 | 88 | 71 | 57 | 88 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 3487 | 1647 | 1840 | 3487 | 1647 | 1840 |
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 | 406971 | 520173 | -581019 | -259363 | -476703 | -395177 |
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{ "first_band": { "type": "vwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 1.05187 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 1.05187 } } }
# | 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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