Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674569.3317 | 745213.2394 | -70643.9078 | -114266.5838 | 4015954.9562 | -4130221.5399 |
Total P&L (%) | 674.5693 | 745.2132 | -70.6439 | -114.2666 | 4015.955 | -4130.2215 |
Avg Daily Profit (%) | 0.2911 | 0.3215 | -0.0305 | 0 | 0.1605 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297185 | -203063 | -176801 | -4710504 | -432448 | -4641261 |
Profit Factor | 1.8492 | 2.8951 | 0.8239 | 0.9789 | 9.0133 | 0.1596 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 14 | 17 | 32 | 18 | 14 |
Losing Trades | 26 | 15 | 11 | 25 | 11 | 14 |
Profitability (%) | 54.386 | 48.2759 | 60.7143 | 56.1404 | 62.069 | 50 |
Ratio Avg Win / Avg Loss | 1.5509 | 3.1019 | 0.5331 | 0.7648 | 5.5081 | 0.1596 |
Largest Winning Trade | 289443 | 289443 | 56963 | 2444745 | 2444745 | 561663 |
Largest Losing Trade | -117573 | -53463 | -117573 | -4492056 | -430456 | -4492056 |
Avg Bars in Trades | 112 | 102 | 122 | 112 | 102 | 122 |
Avg Bars in Winners | 112 | 106 | 116 | 110 | 105 | 117 |
Avg Bars in Losers | 112 | 98 | 132 | 114 | 96 | 128 |
Bars Traded | 6402 | 2960 | 3442 | 6402 | 2960 | 3442 |
Profit Streak | 0 | 0 | 0 | 170.2464 | 170.2464 | 179.2464 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166606 | 499626 | -600444 | -758098 | 673415 | -600862 |
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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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