Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287994.9409 | 229499.7268 | 58495.214 | -2957026.2929 | -3320229.4204 | 363203.1275 |
Total P&L (%) | 287.9949 | 229.4997 | 58.4952 | -2957.0263 | -3320.2294 | 363.2031 |
Avg Daily Profit (%) | 0.1504 | 0.1199 | 0.0306 | 0 | 0 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260690 | -84557 | -260690 | -16899304 | -6509324 | -11972429 |
Profit Factor | 1.3696 | 1.7383 | 1.1249 | 0.9207 | 0.814 | 1.0187 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 87 | 40 | 47 | 36 | 23 | 13 |
Losing Trades | 28 | 18 | 10 | 79 | 35 | 44 |
Profitability (%) | 75.6522 | 68.9655 | 82.4561 | 31.3043 | 39.6552 | 22.807 |
Ratio Avg Win / Avg Loss | 0.4408 | 0.7822 | 0.2393 | 2.0204 | 1.2387 | 3.4479 |
Largest Winning Trade | 43580 | 43580 | 33366 | 12841829 | 2528870 | 12841829 |
Largest Losing Trade | -260690 | -65193 | -260690 | -3215484 | -3215484 | -1602464 |
Avg Bars in Trades | 64 | 75 | 52 | 64 | 75 | 52 |
Avg Bars in Winners | 35 | 37 | 34 | 121 | 135 | 96 |
Avg Bars in Losers | 151 | 159 | 137 | 38 | 35 | 39 |
Bars Traded | 7381 | 4381 | 3000 | 7381 | 4381 | 3000 |
Profit Streak | 18.4326 | 86.6826 | 18.4326 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411199 | -208622 | -413007 | -584965 | -763467 | -504682 |
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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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