Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371012.7903 | 216965.6881 | 154047.1022 | -4657203.217 | 849021.0728 | -5506224.2898 |
Total P&L (%) | 371.0128 | 216.9657 | 154.0471 | -4657.2032 | 849.0211 | -5506.2243 |
Avg Daily Profit (%) | 0.1935 | 0.1132 | 0.0803 | 0 | 0.1174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173034 | -89554 | -175420 | -10303264 | -4062519 | -6905088 |
Profit Factor | 1.8572 | 2.0389 | 1.6877 | 0.7436 | 1.1066 | 0.46 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 97 | 47 | 50 | 24 | 15 | 9 |
Losing Trades | 12 | 8 | 4 | 85 | 40 | 45 |
Profitability (%) | 88.9908 | 85.4545 | 92.5926 | 22.0183 | 27.2727 | 16.6667 |
Ratio Avg Win / Avg Loss | 0.2298 | 0.347 | 0.135 | 2.6335 | 2.9509 | 2.3002 |
Largest Winning Trade | 68989 | 68989 | 25778 | 4367501 | 3662208 | 4367501 |
Largest Losing Trade | -173034 | -51640 | -173034 | -1932964 | -1932964 | -1130333 |
Avg Bars in Trades | 32 | 41 | 24 | 32 | 41 | 24 |
Avg Bars in Winners | 11 | 11 | 11 | 96 | 120 | 55 |
Avg Bars in Losers | 206 | 217 | 185 | 14 | 11 | 17 |
Bars Traded | 3566 | 2260 | 1306 | 3566 | 2260 | 1306 |
Profit Streak | 82.745 | 82.745 | 568.745 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550206 | -215021 | -258516 | -620666 | -338119 | -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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