Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210161.029 | 179777.0831 | 30383.946 | -3507522.4969 | -1080914.6483 | -2426607.8486 |
Total P&L (%) | 210.161 | 179.7771 | 30.3839 | -3507.5225 | -1080.9146 | -2426.6078 |
Avg Daily Profit (%) | 0.2057 | 0.176 | 0.0297 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91933 | -88324 | -41001 | -3511299 | -2156201 | -2177019 |
Profit Factor | 1.3532 | 1.722 | 1.0878 | 0.6004 | 0.7637 | 0.4225 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 49 | 22 | 27 | 19 | 12 | 7 |
Losing Trades | 20 | 12 | 8 | 50 | 22 | 28 |
Profitability (%) | 71.0145 | 64.7059 | 77.1429 | 27.5362 | 35.2941 | 20 |
Ratio Avg Win / Avg Loss | 0.5523 | 0.9393 | 0.3223 | 1.58 | 1.4002 | 1.6902 |
Largest Winning Trade | 59019 | 59019 | 29452 | 1025253 | 903508 | 1025253 |
Largest Losing Trade | -249588 | -49271 | -249588 | -1044674 | -1044674 | -555301 |
Avg Bars in Trades | 85 | 94 | 76 | 85 | 94 | 76 |
Avg Bars in Winners | 67 | 72 | 63 | 125 | 134 | 110 |
Avg Bars in Losers | 130 | 134 | 122 | 70 | 72 | 68 |
Bars Traded | 5907 | 3214 | 2694 | 5907 | 3214 | 2694 |
Profit Streak | 14.7778 | 0 | 37.1111 | 0 | 52.7778 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96275 | 352464 | -277795 | -702914 | -584284 | -629861 |
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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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