Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106200.0894 | 160152.4503 | -53952.3609 | 1994862.1797 | 165631.1578 | 1829231.0219 |
Total P&L (%) | 106.2001 | 160.1525 | -53.9524 | 1994.8622 | 165.6312 | 1829.231 |
Avg Daily Profit (%) | 0.0779 | 0.1175 | -0.0396 | 0.2234 | 0.0717 | 0.2173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -328320 | -47508 | -359363 | -1647824 | -665521 | -1456697 |
Profit Factor | 1.1642 | 1.9871 | 0.8887 | 1.3961 | 1.0736 | 1.6565 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 22 | 25 | 43 | 20 | 23 |
Losing Trades | 29 | 16 | 13 | 33 | 18 | 15 |
Profitability (%) | 61.8421 | 57.8947 | 65.7895 | 56.5789 | 52.6316 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.7183 | 1.4451 | 0.4621 | 1.0714 | 0.9662 | 1.0803 |
Largest Winning Trade | 59607 | 37683 | 59607 | 2038004 | 834340 | 2038004 |
Largest Losing Trade | -264686 | -36893 | -264686 | -1124040 | -663362 | -1124040 |
Avg Bars in Trades | 67 | 48 | 86 | 67 | 48 | 86 |
Avg Bars in Winners | 57 | 46 | 66 | 57 | 45 | 67 |
Avg Bars in Losers | 83 | 50 | 123 | 79 | 50 | 114 |
Bars Traded | 5107 | 1831 | 3276 | 5107 | 1831 | 3276 |
Profit Streak | 31.4865 | 91.9865 | 0 | 31.4865 | 91.9865 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181957 | -31909 | -578718 | -43197 | -237532 | 417229 |
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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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