Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303560.4304 | 225382.5348 | 78177.8956 | -12195508.8567 | -3754742.8829 | -8440765.9738 |
Total P&L (%) | 303.5604 | 225.3825 | 78.1779 | -12195.5089 | -3754.7429 | -8440.766 |
Avg Daily Profit (%) | 0.159 | 0.118 | 0.0409 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -292589 | -59971 | -293008 | -12262485 | -5203847 | -8469938 |
Profit Factor | 1.428 | 1.785 | 1.1852 | 0.6132 | 0.7667 | 0.4532 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 145 | 71 | 74 | 32 | 18 | 14 |
Losing Trades | 25 | 14 | 11 | 138 | 67 | 71 |
Profitability (%) | 85.2941 | 83.5294 | 87.0588 | 18.8235 | 21.1765 | 16.4706 |
Ratio Avg Win / Avg Loss | 0.2462 | 0.352 | 0.1762 | 2.6445 | 2.8539 | 2.2984 |
Largest Winning Trade | 29636 | 27345 | 29636 | 4081347 | 3396203 | 4081347 |
Largest Losing Trade | -292589 | -59971 | -292589 | -1892935 | -1892935 | -1055200 |
Avg Bars in Trades | 20 | 26 | 15 | 20 | 26 | 15 |
Avg Bars in Winners | 7 | 7 | 8 | 71 | 95 | 40 |
Avg Bars in Losers | 96 | 121 | 64 | 9 | 7 | 10 |
Bars Traded | 3562 | 2223 | 1339 | 3562 | 2223 | 1339 |
Profit Streak | 81.9374 | 81.9374 | 284.9374 | 0 | 0 | 0 |
Trades During Streak | 20 | 10 | 20 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507965 | -28720 | -150233 | -633868 | -624715 | -645456 |
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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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