Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308735.336 | 13018.1503 | 295717.1858 | -2250186.2275 | -763250.4923 | -1486935.7352 |
Total P&L (%) | 308.7353 | 13.0182 | 295.7172 | -2250.1862 | -763.2505 | -1486.9357 |
Avg Daily Profit (%) | 0.2011 | 0.0085 | 0.1927 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174211 | -68570 | -144440 | -4030435 | -985703 | -3308833 |
Profit Factor | 1.8545 | 1.0845 | 2.4274 | 0.6134 | 0.568 | 0.6331 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 82 | 35 | 47 | 66 | 29 | 37 |
Losing Trades | 24 | 18 | 6 | 40 | 24 | 16 |
Profitability (%) | 77.3585 | 66.0377 | 88.6792 | 62.2642 | 54.717 | 69.8113 |
Ratio Avg Win / Avg Loss | 0.5428 | 0.5577 | 0.3099 | 0.3717 | 0.4701 | 0.2738 |
Largest Winning Trade | 30112 | 17887 | 30112 | 191710 | 163766 | 191710 |
Largest Losing Trade | -144440 | -26345 | -144440 | -1970520 | -495355 | -1970520 |
Avg Bars in Trades | 27 | 6 | 49 | 27 | 6 | 49 |
Avg Bars in Winners | 19 | 2 | 31 | 22 | 4 | 37 |
Avg Bars in Losers | 58 | 14 | 190 | 36 | 9 | 76 |
Bars Traded | 2960 | 351 | 2609 | 2960 | 351 | 2609 |
Profit Streak | 17.3718 | 245.3718 | 17.3718 | 0 | 0 | 0 |
Trades During Streak | 2 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497647 | -558973 | -165348 | -578628 | -759944 | -758265 |
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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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