Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2508075.3148 | 2516783.2347 | -8707.92 | -198286.7561 | 783654.3891 | -981941.1452 |
Total P&L (%) | 2508.0753 | 2516.7832 | -8.7079 | -198.2868 | 783.6544 | -981.9411 |
Avg Daily Profit (%) | 1.0808 | 1.0846 | -0.0038 | 0 | 0.0939 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196669 | -176597 | -175269 | -1100978 | -359537 | -1224632 |
Profit Factor | 4.2001 | 7.3839 | 0.9776 | 0.8966 | 2.4998 | 0.296 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 9 | 15 | 26 | 17 | 9 |
Losing Trades | 35 | 20 | 15 | 33 | 12 | 21 |
Profitability (%) | 40.678 | 31.0345 | 50 | 44.0678 | 58.6207 | 30 |
Ratio Avg Win / Avg Loss | 6.1252 | 16.4086 | 0.9776 | 1.138 | 1.7645 | 0.6906 |
Largest Winning Trade | 2380034 | 2380034 | 49283 | 648356 | 648356 | 312841 |
Largest Losing Trade | -111772 | -54590 | -111772 | -974422 | -359537 | -974422 |
Avg Bars in Trades | 74 | 90 | 59 | 74 | 90 | 59 |
Avg Bars in Winners | 97 | 111 | 89 | 87 | 103 | 57 |
Avg Bars in Losers | 58 | 80 | 29 | 64 | 71 | 60 |
Bars Traded | 4395 | 2616 | 1779 | 4395 | 2616 | 1779 |
Profit Streak | 47.5036 | 0 | 329.5036 | 0 | 291.0036 | 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 | -162224 | 522385 | -579480 | -760918 | -60338 | -588603 |
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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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