Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907001.7029 | 742582.5771 | 164419.1258 | 5311976.9798 | 1639707.3851 | 3672269.5947 |
Total P&L (%) | 907.0017 | 742.5826 | 164.4191 | 5311.977 | 1639.7074 | 3672.2696 |
Avg Daily Profit (%) | 0.4876 | 0.3992 | 0.0884 | 0.2148 | 0.1537 | 0.1954 |
Buy And Hold Return (%) | 89.2514 | 89.2514 | 89.2514 | 89.2514 | 89.2514 | 89.2514 |
Max Trade Drawdown | -39032 | -38936 | -50774 | -1458491 | -1703940 | -714787 |
Profit Factor | 5.095 | 7.3629 | 2.5691 | 2.0562 | 1.5139 | 2.997 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 58.4615 | 54.5455 | 62.5 | 58.4615 | 54.5455 | 62.5 |
Ratio Avg Win / Avg Loss | 3.6201 | 6.1357 | 1.5414 | 1.461 | 1.2616 | 1.7982 |
Largest Winning Trade | 615275 | 615275 | 71381 | 1274812 | 768687 | 1274812 |
Largest Losing Trade | -39032 | -20928 | -39032 | -857345 | -857345 | -378837 |
Avg Bars in Trades | 53 | 33 | 73 | 53 | 33 | 73 |
Avg Bars in Winners | 77 | 46 | 105 | 77 | 46 | 105 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 3446 | 1099 | 2347 | 3446 | 1099 | 2347 |
Profit Streak | 61.895 | 65.895 | 61.895 | 61.895 | 65.895 | 61.895 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115152 | 712967 | -75838 | -122550 | 380473 | 571322 |
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{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 907001.7029256985, 742582.57712854, 164419.1257971582, 5311976.979825903, 1639707.3850940117, 3672269.594731892 ], [ 907.001703, 742.582577, 164.419126, 5311.97698, 1639.707385, 3672.269595 ], [ 0.487635, 0.399238, 0.088397, 0.214811, 0.153683, 0.195366 ], [ 89.251388, 89.251388, 89.251388, 89.251388, 89.251388, 89.251388 ], [ -39032, -38936, -50774, -1458491, -1703940, -714787 ], [ 5.094959, 7.362884, 2.569081, 2.056166, 1.513917, 2.997012 ], [ 65, 33, 32, 65, 33, 32 ], [ 38, 18, 20, 38, 18, 20 ], [ 27, 15, 12, 27, 15, 12 ], [ 58.461538, 54.545455, 62.5, 58.461538, 54.545455, 62.5 ], [ 3.620102, 6.135737, 1.541448, 1.46096, 1.261597, 1.798207 ], [ 615275, 615275, 71381, 1274812, 768687, 1274812 ], [ -39032, -20928, -39032, -857345, -857345, -378837 ], [ 53, 33, 73, 53, 33, 73 ], [ 77, 46, 105, 77, 46, 105 ], [ 18, 18, 19, 18, 18, 19 ], [ 3446, 1099, 2347, 3446, 1099, 2347 ], [ 61.895014, 65.895014, 61.895014, 61.895014, 65.895014, 61.895014 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -115152, 712967, -75838, -122550, 380473, 571322 ] ] }
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# | 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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