Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5655.0232 | 57902.1282 | -52247.105 | 1561007.5219 | 246310.4221 | 1314697.0997 |
Total P&L (%) | 5.655 | 57.9021 | -52.2471 | 1561.0075 | 246.3104 | 1314.6971 |
Avg Daily Profit (%) | 0.0042 | 0.0426 | -0.0385 | 0.207 | 0.0915 | 0.1952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -337281 | -50105 | -336148 | -1258538 | -627972 | -1192685 |
Profit Factor | 1.0098 | 1.3991 | 0.8785 | 1.5315 | 1.2044 | 1.759 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 23 | 16 | 7 | 23 | 16 | 7 |
Profitability (%) | 63.4921 | 50 | 77.4194 | 63.4921 | 50 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5807 | 1.3991 | 0.2562 | 0.8806 | 1.2044 | 0.5131 |
Largest Winning Trade | 45422 | 33936 | 45422 | 1142618 | 215922 | 1142618 |
Largest Losing Trade | -237993 | -30261 | -237993 | -945096 | -373369 | -945096 |
Avg Bars in Trades | 83 | 26 | 141 | 83 | 26 | 141 |
Avg Bars in Winners | 83 | 26 | 122 | 85 | 25 | 125 |
Avg Bars in Losers | 82 | 27 | 208 | 78 | 27 | 195 |
Bars Traded | 5247 | 857 | 4390 | 5247 | 857 | 4390 |
Profit Streak | 22.2828 | 83.5328 | 0 | 22.2828 | 83.5328 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713114 | -135301 | -577263 | -140772 | -70553 | 434462 |
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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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