Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630817.5324 | 426379.5082 | 204438.0242 | -5025290.0484 | -1660113.9485 | -3365176.0999 |
Total P&L (%) | 630.8175 | 426.3795 | 204.438 | -5025.29 | -1660.1139 | -3365.1761 |
Avg Daily Profit (%) | 0.2918 | 0.1972 | 0.0946 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173911 | -59172 | -209278 | -5065161 | -2022105 | -3388401 |
Profit Factor | 2.3087 | 3.4808 | 1.6592 | 0.3462 | 0.5101 | 0.2169 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 56 | 26 | 30 | 18 | 10 | 8 |
Losing Trades | 17 | 10 | 7 | 55 | 26 | 29 |
Profitability (%) | 76.7123 | 72.2222 | 81.0811 | 24.6575 | 27.7778 | 21.6216 |
Ratio Avg Win / Avg Loss | 0.7009 | 1.3388 | 0.3871 | 1.0578 | 1.3263 | 0.7862 |
Largest Winning Trade | 76005 | 76005 | 58154 | 557314 | 557314 | 407273 |
Largest Losing Trade | -153361 | -46224 | -153361 | -532315 | -464530 | -532315 |
Avg Bars in Trades | 55 | 66 | 44 | 55 | 66 | 44 |
Avg Bars in Winners | 38 | 44 | 32 | 96 | 121 | 65 |
Avg Bars in Losers | 111 | 122 | 96 | 41 | 44 | 38 |
Bars Traded | 4021 | 2377 | 1644 | 4021 | 2377 | 1644 |
Profit Streak | 279.2898 | 335.2898 | 279.2898 | 0 | 0 | 0 |
Trades During Streak | 12 | 7 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60561 | 628117 | -60947 | -686713 | -596685 | -625477 |
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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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