Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14705.9115 | 170655.7045 | -155949.793 | -978668.1281 | 1538295.2856 | -2516963.4137 |
Total P&L (%) | 14.7059 | 170.6557 | -155.9498 | -978.6681 | 1538.2953 | -2516.9634 |
Avg Daily Profit (%) | 0.0079 | 0.0919 | -0.084 | 0 | 0.1507 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -429496 | -92053 | -341629 | -4856087 | -700269 | -4523358 |
Profit Factor | 1.023 | 1.9733 | 0.663 | 0.8567 | 2.049 | 0.5305 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 35 | 17 | 18 | 32 | 16 | 16 |
Losing Trades | 22 | 12 | 10 | 25 | 13 | 12 |
Profitability (%) | 61.4035 | 58.6207 | 64.2857 | 56.1404 | 55.1724 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.6431 | 1.3929 | 0.3683 | 0.6693 | 1.6648 | 0.3979 |
Largest Winning Trade | 84399 | 46459 | 84399 | 1396657 | 1396657 | 762045 |
Largest Losing Trade | -293579 | -46826 | -293579 | -4523358 | -332729 | -4523358 |
Avg Bars in Trades | 92 | 55 | 130 | 92 | 55 | 130 |
Avg Bars in Winners | 89 | 39 | 137 | 102 | 48 | 155 |
Avg Bars in Losers | 96 | 77 | 119 | 79 | 63 | 97 |
Bars Traded | 5264 | 1607 | 3657 | 5264 | 1607 | 3657 |
Profit Streak | 0 | 0 | 69.8575 | 68.8575 | 69.1908 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576483 | -66574 | -599423 | -758923 | 456650 | -600907 |
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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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