Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7856804.4066 | 326236.4785 | -8183040.885 | 740504849.8347 | -333795717.3688 | 1074300567.2035 |
Total P&L (%) | -7856.8044 | 326.2365 | -8183.0409 | 740504.8498 | -333795.7174 | 1074300.5672 |
Avg Daily Profit (%) | -3.4589 | 0.1436 | -3.6025 | 0.393 | 0 | 0.4095 |
Buy And Hold Return (%) | 8871.2847 | 8871.2847 | 8871.2847 | 8871.2847 | 8871.2847 | 8871.2847 |
Max Trade Drawdown | -8230373 | -55493 | -8294677 | -585496614 | -606203531 | -349786348 |
Profit Factor | 0.0932 | 3.0544 | 0.0379 | 1.5362 | 0.6212 | 3.1493 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 47 | 23 | 24 | 33 | 17 | 16 |
Losing Trades | 28 | 15 | 13 | 42 | 21 | 21 |
Profitability (%) | 62.6667 | 60.5263 | 64.8649 | 44 | 44.7368 | 43.2432 |
Ratio Avg Win / Avg Loss | 0.0555 | 1.992 | 0.0205 | 1.9552 | 0.7673 | 4.1334 |
Largest Winning Trade | 103825 | 103825 | 40447 | 1132342178 | 145982281 | 1132342178 |
Largest Losing Trade | -8230373 | -31926 | -8230373 | -207277284 | -207277284 | -67249049 |
Avg Bars in Trades | 55 | 57 | 53 | 55 | 57 | 53 |
Avg Bars in Winners | 42 | 44 | 40 | 71 | 78 | 62 |
Avg Bars in Losers | 77 | 77 | 78 | 43 | 40 | 46 |
Bars Traded | 4171 | 2185 | 1986 | 4171 | 2185 | 1986 |
Profit Streak | 55.0044 | 55.0044 | 78.0044 | 55.0044 | 55.0044 | 78.0044 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639152 | -159313 | -577475 | -50302 | -582249 | 525377 |
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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": [ [ -7856804.406567634, 326236.4784811997, -8183040.885048833, 740504849.8347335, -333795717.3687545, 1074300567.2034879 ], [ -7856.804407, 326.236478, -8183.040885, 740504.849835, -333795.717369, 1074300.567203 ], [ -3.458862, 0.143622, -3.602483, 0.393024, 0, 0.409469 ], [ 8871.284673, 8871.284673, 8871.284673, 8871.284673, 8871.284673, 8871.284673 ], [ -8230373, -55493, -8294677, -585496614, -606203531, -349786348 ], [ 0.093185, 3.054417, 0.037898, 1.536206, 0.621187, 3.149256 ], [ 75, 38, 37, 75, 38, 37 ], [ 47, 23, 24, 33, 17, 16 ], [ 28, 15, 13, 42, 21, 21 ], [ 62.666667, 60.526316, 64.864865, 44, 44.736842, 43.243243 ], [ 0.055515, 1.992011, 0.020528, 1.955171, 0.767348, 4.133399 ], [ 103825, 103825, 40447, 1132342178, 145982281, 1132342178 ], [ -8230373, -31926, -8230373, -207277284, -207277284, -67249049 ], [ 55, 57, 53, 55, 57, 53 ], [ 42, 44, 40, 71, 78, 62 ], [ 77, 77, 78, 43, 40, 46 ], [ 4171, 2185, 1986, 4171, 2185, 1986 ], [ 55.004409, 55.004409, 78.004409, 55.004409, 55.004409, 78.004409 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -639152, -159313, -577475, -50302, -582249, 525377 ] ] }
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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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