Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28548.6004 | 185278.5157 | -156729.9153 | 3998832.7365 | 1344873.9717 | 2653958.7648 |
Total P&L (%) | 28.5486 | 185.2785 | -156.7299 | 3998.8327 | 1344.874 | 2653.9588 |
Avg Daily Profit (%) | 0.0152 | 0.0984 | -0.0833 | 0.1975 | 0.142 | 0.1763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -323854 | -85987 | -315632 | -2879669 | -1335560 | -3229613 |
Profit Factor | 1.0397 | 1.8559 | 0.6878 | 1.5302 | 1.3558 | 1.7054 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 19 | 25 | 32 | 16 | 16 |
Losing Trades | 16 | 11 | 5 | 28 | 14 | 14 |
Profitability (%) | 73.3333 | 63.3333 | 83.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.3781 | 1.0745 | 0.1376 | 1.3389 | 1.1864 | 1.4922 |
Largest Winning Trade | 102348 | 102348 | 30472 | 3525325 | 916764 | 3525325 |
Largest Losing Trade | -315632 | -41309 | -315632 | -1183870 | -1183870 | -696163 |
Avg Bars in Trades | 363 | 434 | 293 | 363 | 434 | 293 |
Avg Bars in Winners | 178 | 178 | 178 | 369 | 444 | 294 |
Avg Bars in Losers | 874 | 875 | 871 | 357 | 421 | 292 |
Bars Traded | 21833 | 13020 | 8813 | 21833 | 13020 | 8813 |
Profit Streak | 77.3048 | 77.3048 | 327.6381 | 77.3048 | 77.3048 | 327.6381 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -523312 | -56486 | -575186 | -162094 | -1278 | 423611 |
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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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