Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101204.1711 | 228884.0838 | -127679.9128 | 4160387.5752 | 1598630.1103 | 2561757.4649 |
Total P&L (%) | 101.2042 | 228.8841 | -127.6799 | 4160.3876 | 1598.6301 | 2561.7575 |
Avg Daily Profit (%) | 0.0533 | 0.1206 | -0.0673 | 0.1979 | 0.1494 | 0.1731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -382747 | -53450 | -382747 | -11889748 | -3303727 | -10409394 |
Profit Factor | 1.1504 | 2.4964 | 0.7544 | 1.2161 | 1.1892 | 1.2372 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 48 | 22 | 26 | 36 | 19 | 17 |
Losing Trades | 18 | 11 | 7 | 30 | 14 | 16 |
Profitability (%) | 72.7273 | 66.6667 | 78.7879 | 54.5455 | 57.5758 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.4314 | 1.2482 | 0.2031 | 1.0134 | 0.8762 | 1.1645 |
Largest Winning Trade | 67397 | 67397 | 48482 | 9883574 | 2518583 | 9883574 |
Largest Losing Trade | -382747 | -22048 | -382747 | -2714479 | -2714479 | -1701234 |
Avg Bars in Trades | 165 | 150 | 181 | 165 | 150 | 181 |
Avg Bars in Winners | 115 | 106 | 123 | 172 | 166 | 178 |
Avg Bars in Losers | 300 | 237 | 399 | 158 | 127 | 185 |
Bars Traded | 10953 | 4952 | 6001 | 10953 | 4952 | 6001 |
Profit Streak | 173.5643 | 173.5643 | 293.8976 | 173.5643 | 173.5643 | 293.8976 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -302523 | -24851 | -575659 | -118852 | -5032 | 327292 |
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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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