Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408759.7925 | 62763.4881 | 345996.3044 | -1511860.9497 | -1000013.7564 | -511847.1934 |
Total P&L (%) | 408.7598 | 62.7635 | 345.9963 | -1511.861 | -1000.0138 | -511.8472 |
Avg Daily Profit (%) | 0.2694 | 0.0414 | 0.228 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122666 | -45510 | -113208 | -5123802 | -1560135 | -4243247 |
Profit Factor | 2.7053 | 1.6631 | 3.3855 | 0.7942 | 0.5604 | 0.8991 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 75 | 34 | 41 | 56 | 27 | 29 |
Losing Trades | 14 | 11 | 3 | 33 | 18 | 15 |
Profitability (%) | 84.2697 | 75.5556 | 93.1818 | 62.9213 | 60 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.505 | 0.5381 | 0.2477 | 0.468 | 0.3736 | 0.4651 |
Largest Winning Trade | 41589 | 20176 | 41589 | 602834 | 202205 | 602834 |
Largest Losing Trade | -113208 | -21778 | -113208 | -3445289 | -808394 | -3445289 |
Avg Bars in Trades | 61 | 12 | 112 | 61 | 12 | 112 |
Avg Bars in Winners | 49 | 5 | 86 | 38 | 7 | 67 |
Avg Bars in Losers | 126 | 34 | 463 | 100 | 19 | 198 |
Bars Traded | 5483 | 552 | 4931 | 5483 | 552 | 4931 |
Profit Streak | 228.9225 | 228.9225 | 530.1725 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608158 | -132724 | 657519 | -578587 | -579137 | -578657 |
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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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