Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631507.907 | 607761.3489 | 23746.5582 | 373047.71 | -1166893.9085 | 1539941.6185 |
Total P&L (%) | 631.5079 | 607.7613 | 23.7466 | 373.0477 | -1166.8939 | 1539.9416 |
Avg Daily Profit (%) | 0.272 | 0.2618 | 0.0102 | 0.067 | 0 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155471 | -163872 | -53854 | -7744730 | -7806739 | -159991 |
Profit Factor | 2.3183 | 2.5893 | 1.2457 | 1.0397 | 0.871 | 5.3943 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 67.6923 | 71.875 | 63.6364 | 67.6923 | 71.875 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.1064 | 1.0132 | 0.7119 | 0.4962 | 0.3408 | 3.0824 |
Largest Winning Trade | 160861 | 160861 | 14164 | 2653950 | 2653950 | 354276 |
Largest Losing Trade | -90354 | -90354 | -47276 | -7276965 | -7276965 | -149755 |
Avg Bars in Trades | 83 | 166 | 3 | 83 | 166 | 3 |
Avg Bars in Winners | 24 | 43 | 2 | 24 | 43 | 2 |
Avg Bars in Losers | 208 | 479 | 6 | 208 | 479 | 6 |
Bars Traded | 5447 | 5323 | 124 | 5447 | 5323 | 124 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121749 | 547030 | -183453 | -415766 | -577974 | -21542 |
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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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