Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190603.7925 | 511811.3832 | -321207.5907 | -83445.7835 | 675171.7023 | -758617.4858 |
Total P&L (%) | 190.6038 | 511.8114 | -321.2076 | -83.4458 | 675.1717 | -758.6175 |
Avg Daily Profit (%) | 0.0823 | 0.2211 | -0.1387 | -0.0777 | 0.0885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -368219 | -155489 | -504086 | -10246305 | -6681447 | -6118509 |
Profit Factor | 1.1521 | 2.2347 | 0.6169 | 0.9959 | 1.0677 | 0.9281 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 52 | 27 | 25 | 52 | 28 | 24 |
Losing Trades | 43 | 21 | 22 | 43 | 20 | 23 |
Profitability (%) | 54.7368 | 56.25 | 53.1915 | 54.7368 | 58.3333 | 51.0638 |
Ratio Avg Win / Avg Loss | 0.9527 | 1.7381 | 0.5428 | 0.8236 | 0.7626 | 0.8894 |
Largest Winning Trade | 193360 | 193360 | 85632 | 4399322 | 2817870 | 4399322 |
Largest Losing Trade | -241256 | -44404 | -241256 | -2941053 | -2941053 | -2767787 |
Avg Bars in Trades | 89 | 53 | 125 | 89 | 53 | 125 |
Avg Bars in Winners | 90 | 37 | 148 | 85 | 46 | 131 |
Avg Bars in Losers | 87 | 74 | 98 | 93 | 64 | 119 |
Bars Traded | 8472 | 2576 | 5896 | 8472 | 2576 | 5896 |
Profit Streak | 45.8751 | 45.8751 | 281.1251 | 45.8751 | 45.8751 | 281.1251 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136031 | 501367 | -578934 | -578922 | -220390 | -579209 |
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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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