Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257072.4162 | 372992.8686 | -115920.4524 | -1233132.2108 | -11769397.8976 | 10536265.6868 |
Total P&L (%) | 257.0724 | 372.9929 | -115.9205 | -1233.1322 | -11769.3979 | 10536.2657 |
Avg Daily Profit (%) | 0.144 | 0.2089 | -0.0649 | 0 | 0 | 0.2617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -336858 | -114262 | -412433 | -31428389 | -20695126 | -14638635 |
Profit Factor | 1.2804 | 2.1749 | 0.8065 | 0.9809 | 0.6568 | 1.3476 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 21 | 24 | 38 | 21 | 17 |
Losing Trades | 30 | 17 | 13 | 37 | 17 | 20 |
Profitability (%) | 60 | 55.2632 | 64.8649 | 50.6667 | 55.2632 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.8536 | 1.7606 | 0.4369 | 0.9551 | 0.5317 | 1.5854 |
Largest Winning Trade | 155478 | 155478 | 57619 | 24261182 | 3959955 | 24261182 |
Largest Losing Trade | -336858 | -37374 | -336858 | -8550158 | -8550158 | -7821009 |
Avg Bars in Trades | 43 | 47 | 38 | 43 | 47 | 38 |
Avg Bars in Winners | 32 | 30 | 33 | 47 | 57 | 35 |
Avg Bars in Losers | 59 | 68 | 48 | 39 | 36 | 41 |
Bars Traded | 3253 | 1816 | 1438 | 3253 | 1816 | 1438 |
Profit Streak | 58.5798 | 88.5798 | 0 | 0 | 0 | 145.5798 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61680 | 471190 | -578845 | -641969 | -580082 | 339902 |
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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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