Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310226.0761 | 195107.5237 | 115118.5524 | -12448162.2637 | -1870032.2542 | -10578130.0095 |
Total P&L (%) | 310.2261 | 195.1075 | 115.1186 | -12448.1623 | -1870.0323 | -10578.13 |
Avg Daily Profit (%) | 0.1624 | 0.1021 | 0.0603 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261101 | -68557 | -261101 | -12527848 | -6446202 | -10617729 |
Profit Factor | 1.561 | 1.8318 | 1.3616 | 0.6146 | 0.8817 | 0.359 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 90 | 43 | 47 | 23 | 14 | 9 |
Losing Trades | 18 | 11 | 7 | 85 | 40 | 45 |
Profitability (%) | 83.3333 | 79.6296 | 87.037 | 21.2963 | 25.9259 | 16.6667 |
Ratio Avg Win / Avg Loss | 0.3122 | 0.4686 | 0.2028 | 2.2715 | 2.519 | 1.7948 |
Largest Winning Trade | 35363 | 34194 | 35363 | 5883442 | 5883442 | 3099853 |
Largest Losing Trade | -261101 | -51244 | -261101 | -1952528 | -1596784 | -1952528 |
Avg Bars in Trades | 32 | 40 | 25 | 32 | 40 | 25 |
Avg Bars in Winners | 16 | 15 | 16 | 84 | 110 | 44 |
Avg Bars in Losers | 116 | 138 | 80 | 18 | 16 | 21 |
Bars Traded | 3556 | 2198 | 1358 | 3556 | 2198 | 1358 |
Profit Streak | 41.4816 | 41.9816 | 41.4816 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490659 | -230733 | -287888 | -623851 | -784067 | -824598 |
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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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