Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635956.953 | 476709.0858 | 159247.8672 | 3047141.4265 | -242858.9356 | 3290000.3621 |
Total P&L (%) | 635.957 | 476.7091 | 159.2479 | 3047.1414 | -242.8589 | 3290.0004 |
Avg Daily Profit (%) | 0.3216 | 0.2411 | 0.0805 | 0.1746 | 0 | 0.1783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82554 | -41360 | -99632 | -6731439 | -3716633 | -3960629 |
Profit Factor | 2.6078 | 3.8958 | 1.6896 | 1.2213 | 0.9657 | 1.4918 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 57.377 | 58.0645 | 56.6667 | 57.377 | 58.0645 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.9373 | 2.8137 | 1.2921 | 0.9073 | 0.6974 | 1.1408 |
Largest Winning Trade | 137095 | 137095 | 68308 | 2547733 | 1633906 | 2547733 |
Largest Losing Trade | -48271 | -36595 | -48271 | -3355522 | -1818973 | -3355522 |
Avg Bars in Trades | 62 | 56 | 67 | 62 | 56 | 67 |
Avg Bars in Winners | 86 | 78 | 95 | 86 | 78 | 95 |
Avg Bars in Losers | 29 | 26 | 31 | 29 | 26 | 31 |
Bars Traded | 3799 | 1762 | 2037 | 3799 | 1762 | 2037 |
Profit Streak | 0 | 0 | 669.1049 | 0 | 0 | 669.1049 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150993 | 574659 | -81568 | -159286 | -579772 | 391776 |
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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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