Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322956.8532 | 250806.1252 | 72150.728 | -4062191.5661 | -493373.1712 | -3568818.3949 |
Total P&L (%) | 322.9569 | 250.8061 | 72.1507 | -4062.1916 | -493.3732 | -3568.8184 |
Avg Daily Profit (%) | 0.1491 | 0.1158 | 0.0333 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200179 | -77417 | -199210 | -4086439 | -1367262 | -3572248 |
Profit Factor | 1.6375 | 2.3393 | 1.226 | 0.5436 | 0.8818 | 0.2451 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 98 | 49 | 49 | 30 | 15 | 15 |
Losing Trades | 29 | 14 | 15 | 97 | 48 | 49 |
Profitability (%) | 77.1654 | 77.7778 | 76.5625 | 23.622 | 23.8095 | 23.4375 |
Ratio Avg Win / Avg Loss | 0.4846 | 0.6684 | 0.3753 | 1.7578 | 2.8217 | 0.8007 |
Largest Winning Trade | 43131 | 43131 | 17780 | 1638525 | 1638525 | 282577 |
Largest Losing Trade | -199210 | -68330 | -199210 | -591882 | -591882 | -333917 |
Avg Bars in Trades | 29 | 39 | 18 | 29 | 39 | 18 |
Avg Bars in Winners | 12 | 11 | 12 | 77 | 129 | 24 |
Avg Bars in Losers | 86 | 138 | 38 | 14 | 11 | 16 |
Bars Traded | 3692 | 2495 | 1197 | 3692 | 2495 | 1197 |
Profit Streak | 117.4582 | 117.4582 | 154.9582 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433436 | -179289 | -284544 | -613273 | -760020 | -756659 |
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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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