Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231414.3661 | 198995.7101 | 32418.6559 | -4082147.8175 | -1308283.6485 | -2773864.169 |
Total P&L (%) | 231.4144 | 198.9957 | 32.4187 | -4082.1478 | -1308.2836 | -2773.8642 |
Avg Daily Profit (%) | 0.2275 | 0.1956 | 0.0319 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260887 | -99047 | -246681 | -4094120 | -2296156 | -2775125 |
Profit Factor | 1.3431 | 1.6069 | 1.0935 | 0.5405 | 0.736 | 0.2938 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 78 | 35 | 43 | 46 | 27 | 19 |
Losing Trades | 45 | 26 | 19 | 77 | 34 | 43 |
Profitability (%) | 63.4146 | 57.377 | 69.3548 | 37.3984 | 44.2623 | 30.6452 |
Ratio Avg Win / Avg Loss | 0.7749 | 1.1937 | 0.4832 | 0.9047 | 0.9268 | 0.6648 |
Largest Winning Trade | 59019 | 59019 | 23637 | 780650 | 780650 | 410398 |
Largest Losing Trade | -246681 | -52457 | -246681 | -1074327 | -1074327 | -487780 |
Avg Bars in Trades | 48 | 52 | 45 | 48 | 52 | 45 |
Avg Bars in Winners | 40 | 42 | 39 | 57 | 65 | 46 |
Avg Bars in Losers | 62 | 65 | 58 | 43 | 41 | 44 |
Bars Traded | 5977 | 3181 | 2796 | 5977 | 3181 | 2796 |
Profit Streak | 12.0979 | 0 | 38.0979 | 0 | 37.5979 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332055 | -151209 | -422748 | -585352 | -743700 | -742763 |
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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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