Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551437.616 | 265861.2244 | 285576.3917 | -6683349.3149 | -3079714.6023 | -3603634.7125 |
Total P&L (%) | 551.4376 | 265.8612 | 285.5764 | -6683.3493 | -3079.7146 | -3603.6347 |
Avg Daily Profit (%) | 0.2889 | 0.1393 | 0.1496 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129265 | -53539 | -130913 | -6816984 | -3185611 | -3699652 |
Profit Factor | 2.8018 | 5.0913 | 2.1847 | 0.2254 | 0.085 | 0.3152 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 58 | 31 | 27 | 11 | 4 | 7 |
Losing Trades | 9 | 3 | 6 | 56 | 30 | 26 |
Profitability (%) | 86.5672 | 91.1765 | 81.8182 | 16.4179 | 11.7647 | 21.2121 |
Ratio Avg Win / Avg Loss | 0.4348 | 0.4927 | 0.4855 | 1.1475 | 0.6372 | 1.1708 |
Largest Winning Trade | 41478 | 34797 | 41478 | 1140453 | 147321 | 1140453 |
Largest Losing Trade | -129265 | -53539 | -129265 | -984852 | -984852 | -916115 |
Avg Bars in Trades | 165 | 74 | 258 | 165 | 74 | 258 |
Avg Bars in Winners | 120 | 64 | 184 | 338 | 138 | 453 |
Avg Bars in Losers | 453 | 174 | 592 | 130 | 65 | 206 |
Bars Traded | 11058 | 2524 | 8534 | 11058 | 2524 | 8534 |
Profit Streak | 287.6802 | 451.6802 | 287.6802 | 0 | 0 | 0 |
Trades During Streak | 13 | 9 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103557 | 158534 | 486761 | -768028 | -668943 | -625645 |
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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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