Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164619.5409 | 313495.8537 | -148876.3128 | -128038.6869 | 4777246.6788 | -4905285.3657 |
Total P&L (%) | 164.6195 | 313.4959 | -148.8763 | -128.0387 | 4777.2467 | -4905.2854 |
Avg Daily Profit (%) | 0.0832 | 0.1585 | -0.0753 | 0 | 0.1968 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -457164 | -201108 | -329860 | -3473441 | -278008 | -5561837 |
Profit Factor | 1.1683 | 1.9692 | 0.7726 | 0.9839 | 10.1116 | 0.3389 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 19 | 17 | 44 | 24 | 20 |
Losing Trades | 39 | 18 | 21 | 31 | 13 | 18 |
Profitability (%) | 48 | 51.3514 | 44.7368 | 58.6667 | 64.8649 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.2656 | 1.8656 | 0.9544 | 0.6932 | 5.4771 | 0.305 |
Largest Winning Trade | 125434 | 125434 | 65569 | 936099 | 815308 | 936099 |
Largest Losing Trade | -193242 | -51692 | -193242 | -2141020 | -139194 | -2141020 |
Avg Bars in Trades | 50 | 44 | 55 | 50 | 44 | 55 |
Avg Bars in Winners | 57 | 39 | 76 | 50 | 41 | 60 |
Avg Bars in Losers | 44 | 49 | 39 | 50 | 50 | 51 |
Bars Traded | 3782 | 1656 | 2126 | 3782 | 1656 | 2126 |
Profit Streak | 516.1391 | 0 | 552.6391 | 0 | 577.1391 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -178696 | 402770 | -582228 | -640654 | 685953 | -580423 |
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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) |
---|