Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -987617.6799 | -237727.3089 | -749890.371 | -98712.6367 | 852559.7799 | -951272.4167 |
Total P&L (%) | -987.6177 | -237.7273 | -749.8904 | -98.7126 | 852.5598 | -951.2724 |
Avg Daily Profit (%) | -0.6642 | -0.1599 | -0.5043 | -0.2923 | 0.1517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1117584 | -306984 | -836876 | -1168033 | -111960 | -1259161 |
Profit Factor | 0.5502 | 0.7017 | 0.4639 | 0.9586 | 2.6096 | 0.4867 |
Total Trades | 391 | 196 | 195 | 391 | 196 | 195 |
Winning Trades | 261 | 118 | 143 | 237 | 118 | 119 |
Losing Trades | 130 | 78 | 52 | 154 | 78 | 76 |
Profitability (%) | 66.7519 | 60.2041 | 73.3333 | 60.6138 | 60.2041 | 61.0256 |
Ratio Avg Win / Avg Loss | 0.2741 | 0.4639 | 0.1687 | 0.6229 | 1.725 | 0.3108 |
Largest Winning Trade | 26366 | 26366 | 20637 | 319560 | 210551 | 319560 |
Largest Losing Trade | -583153 | -35356 | -583153 | -1168033 | -29984 | -1168033 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 8 | 9 | 7 | 11 | 13 | 10 |
Avg Bars in Losers | 28 | 26 | 32 | 19 | 19 | 20 |
Bars Traded | 5915 | 3109 | 2806 | 5915 | 3109 | 2806 |
Profit Streak | 1.7601 | 10.5101 | 0 | 1.7601 | 10.5101 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578573 | -577608 | -577010 | -579368 | 567753 | -578605 |
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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": [ [ -987617.679904947, -237727.3089045776, -749890.3710003698, -98712.6367286603, 852559.7799232417, -951272.4166519016 ], [ -987.61768, -237.727309, -749.890371, -98.712637, 852.55978, -951.272417 ], [ -0.664168, -0.15987, -0.504297, -0.29228, 0.151694, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1117584, -306984, -836876, -1168033, -111960, -1259161 ], [ 0.550239, 0.701739, 0.463915, 0.958574, 2.609625, 0.48669 ], [ 391, 196, 195, 391, 196, 195 ], [ 261, 118, 143, 237, 118, 119 ], [ 130, 78, 52, 154, 78, 76 ], [ 66.751918, 60.204082, 73.333333, 60.613811, 60.204082, 61.025641 ], [ 0.274065, 0.463861, 0.168696, 0.622871, 1.725007, 0.310827 ], [ 26366, 26366, 20637, 319560, 210551, 319560 ], [ -583153, -35356, -583153, -1168033, -29984, -1168033 ], [ 15, 15, 14, 15, 15, 14 ], [ 8, 9, 7, 11, 13, 10 ], [ 28, 26, 32, 19, 19, 20 ], [ 5915, 3109, 2806, 5915, 3109, 2806 ], [ 1.76012, 10.51012, 0, 1.76012, 10.510121, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578573, -577608, -577010, -579368, 567753, -578605 ] ] }
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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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