Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1972161.3593 | 1968534.9975 | 3626.3618 | 214955.4045 | 1216330.2348 | -1001374.8303 |
Total P&L (%) | 1972.1614 | 1968.535 | 3.6264 | 214.9554 | 1216.3302 | -1001.3748 |
Avg Daily Profit (%) | 0.8518 | 0.8503 | 0.0016 | 0.0496 | 0.1114 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245264 | -135220 | -212692 | -2140442 | -1016243 | -1323010 |
Profit Factor | 3.4099 | 5.6119 | 1.0093 | 1.0639 | 1.6963 | 0.3817 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 42.6667 | 36.8421 | 48.6486 | 42.6667 | 36.8421 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.5821 | 9.6204 | 1.0653 | 1.4296 | 2.9079 | 0.4029 |
Largest Winning Trade | 1747660 | 1747660 | 80012 | 2077671 | 2077671 | 163021 |
Largest Losing Trade | -50786 | -37001 | -50786 | -411061 | -411061 | -374829 |
Avg Bars in Trades | 173 | 152 | 195 | 173 | 152 | 195 |
Avg Bars in Winners | 295 | 274 | 311 | 295 | 274 | 311 |
Avg Bars in Losers | 83 | 80 | 85 | 83 | 80 | 85 |
Bars Traded | 13015 | 5784 | 7231 | 13015 | 5784 | 7231 |
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 | -44397 | 588576 | -567355 | -341135 | -45759 | -581298 |
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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": [ [ 1972161.359257278, 1968534.997503166, 3626.3617541115, 214955.4045327932, 1216330.2347851377, -1001374.8302523445 ], [ 1972.161359, 1968.534998, 3.626362, 214.955405, 1216.330235, -1001.37483 ], [ 0.851843, 0.850277, 0.001566, 0.049566, 0.11139, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -245264, -135220, -212692, -2140442, -1016243, -1323010 ], [ 3.409913, 5.611925, 1.009262, 1.063854, 1.696282, 0.381671 ], [ 75, 38, 37, 75, 38, 37 ], [ 32, 14, 18, 32, 14, 18 ], [ 43, 24, 19, 43, 24, 19 ], [ 42.666667, 36.842105, 48.648649, 42.666667, 36.842105, 48.648649 ], [ 4.582071, 9.620442, 1.065332, 1.429553, 2.907911, 0.402875 ], [ 1747660, 1747660, 80012, 2077671, 2077671, 163021 ], [ -50786, -37001, -50786, -411061, -411061, -374829 ], [ 173, 152, 195, 173, 152, 195 ], [ 295, 274, 311, 295, 274, 311 ], [ 83, 80, 85, 83, 80, 85 ], [ 13015, 5784, 7231, 13015, 5784, 7231 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44397, 588576, -567355, -341135, -45759, -581298 ] ] }
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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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