Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308325.457 | 84273.8823 | 224051.5747 | -2561720.6586 | -455001.2187 | -2106719.4399 |
Total P&L (%) | 308.3255 | 84.2739 | 224.0516 | -2561.7207 | -455.0012 | -2106.7194 |
Avg Daily Profit (%) | 0.1856 | 0.0507 | 0.1348 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175510 | -34492 | -170798 | -2619427 | -511996 | -2163501 |
Profit Factor | 1.7637 | 1.7355 | 1.7749 | 0.4118 | 0.5675 | 0.3622 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 96 | 43 | 53 | 22 | 14 | 8 |
Losing Trades | 21 | 15 | 6 | 95 | 44 | 51 |
Profitability (%) | 82.0513 | 74.1379 | 89.8305 | 18.8034 | 24.1379 | 13.5593 |
Ratio Avg Win / Avg Loss | 0.3858 | 0.6054 | 0.2009 | 1.7783 | 1.7837 | 2.3092 |
Largest Winning Trade | 33076 | 19538 | 33076 | 733355 | 131844 | 733355 |
Largest Losing Trade | -170798 | -34492 | -170798 | -265861 | -81453 | -265861 |
Avg Bars in Trades | 26 | 10 | 42 | 26 | 10 | 42 |
Avg Bars in Winners | 14 | 5 | 21 | 63 | 25 | 128 |
Avg Bars in Losers | 84 | 24 | 234 | 18 | 5 | 29 |
Bars Traded | 3128 | 592 | 2536 | 3128 | 592 | 2536 |
Profit Streak | 199.5586 | 199.5586 | 332.0586 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527849 | -299849 | -182709 | -634537 | -791669 | -835196 |
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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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