Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99638.3258 | 188133.4105 | -88495.0847 | 15583357.9807 | -2926860.2655 | 18510218.2462 |
Total P&L (%) | 99.6383 | 188.1334 | -88.4951 | 15583.358 | -2926.8603 | 18510.2182 |
Avg Daily Profit (%) | 0.0461 | 0.087 | -0.0409 | 0.2339 | 0 | 0.2419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -337683 | -44485 | -403893 | -8092810 | -8713770 | -5963424 |
Profit Factor | 1.1301 | 2.228 | 0.8555 | 1.4707 | 0.8456 | 2.3084 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 72 | 33 | 39 | 62 | 28 | 34 |
Losing Trades | 46 | 26 | 20 | 56 | 31 | 25 |
Profitability (%) | 61.0169 | 55.9322 | 66.1017 | 52.5424 | 47.4576 | 57.6271 |
Ratio Avg Win / Avg Loss | 0.722 | 1.7554 | 0.4387 | 1.3284 | 0.9362 | 1.6974 |
Largest Winning Trade | 46854 | 38086 | 46854 | 3772282 | 2291878 | 3772282 |
Largest Losing Trade | -305898 | -33125 | -305898 | -6190215 | -6190215 | -4230283 |
Avg Bars in Trades | 51 | 29 | 74 | 51 | 29 | 74 |
Avg Bars in Winners | 45 | 23 | 64 | 52 | 21 | 78 |
Avg Bars in Losers | 60 | 36 | 92 | 50 | 36 | 67 |
Bars Traded | 6102 | 1731 | 4371 | 6102 | 1731 | 4371 |
Profit Streak | 35.7671 | 0 | 171.7671 | 35.7671 | 0 | 171.7671 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208154 | -248246 | -754016 | 383060 | -758169 | -161545 |
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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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