Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1830.1409 | 105493.0444 | -103662.9035 | -1458080.6484 | 1739719.4397 | -3197800.0881 |
Total P&L (%) | 1.8301 | 105.493 | -103.6629 | -1458.0806 | 1739.7194 | -3197.8001 |
Avg Daily Profit (%) | 0.001 | 0.0556 | -0.0546 | 0 | 0.1536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -383226 | -107415 | -357034 | -4339778 | -1403951 | -3623557 |
Profit Factor | 1.0023 | 1.3632 | 0.7909 | 0.8481 | 1.426 | 0.42 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 23 | 25 | 34 | 18 | 16 |
Losing Trades | 29 | 15 | 14 | 43 | 20 | 23 |
Profitability (%) | 62.3377 | 60.5263 | 64.1026 | 44.1558 | 47.3684 | 41.0256 |
Ratio Avg Win / Avg Loss | 0.6056 | 0.8891 | 0.4429 | 1.0726 | 1.5844 | 0.6038 |
Largest Winning Trade | 86767 | 86767 | 44790 | 2763364 | 2763364 | 577553 |
Largest Losing Trade | -357034 | -69358 | -357034 | -1269586 | -1080133 | -1269586 |
Avg Bars in Trades | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Winners | 52 | 48 | 55 | 84 | 102 | 63 |
Avg Bars in Losers | 100 | 111 | 87 | 59 | 47 | 70 |
Bars Traded | 5410 | 2788 | 2622 | 5410 | 2788 | 2622 |
Profit Streak | 31.963 | 0 | 85.6297 | 0 | 80.2963 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -620791 | -118503 | -577968 | -627661 | 329517 | -584247 |
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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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