Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389024.4094 | 434624.0475 | -45599.6382 | -10497146.5193 | 3981274.8605 | -14478421.3798 |
Total P&L (%) | 389.0244 | 434.624 | -45.5996 | -10497.1465 | 3981.2749 | -14478.4214 |
Avg Daily Profit (%) | 0.1556 | 0.1738 | -0.0182 | 0 | 0.1485 | 0 |
Buy And Hold Return (%) | 802.4922 | 802.4922 | 802.4922 | 802.4922 | 802.4922 | 802.4922 |
Max Trade Drawdown | -220091 | -63468 | -220091 | -17097423 | -959118 | -16420567 |
Profit Factor | 1.9175 | 5.9781 | 0.8646 | 0.4628 | 2.7354 | 0.1604 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 41 | 22 | 19 | 36 | 20 | 16 |
Losing Trades | 20 | 9 | 11 | 25 | 11 | 14 |
Profitability (%) | 67.2131 | 70.9677 | 63.3333 | 59.0164 | 64.5161 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.9354 | 2.4456 | 0.5005 | 0.3214 | 1.5045 | 0.1404 |
Largest Winning Trade | 107449 | 107449 | 44280 | 2095773 | 2095773 | 505271 |
Largest Losing Trade | -220091 | -41127 | -220091 | -14746732 | -757058 | -14746732 |
Avg Bars in Trades | 110 | 101 | 119 | 110 | 101 | 119 |
Avg Bars in Winners | 86 | 86 | 86 | 90 | 80 | 101 |
Avg Bars in Losers | 158 | 137 | 176 | 139 | 139 | 139 |
Bars Traded | 6726 | 3146 | 3580 | 6726 | 3146 | 3580 |
Profit Streak | 191.8773 | 191.8773 | 194.2106 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -320055 | -146215 | -577737 | -745608 | 404535 | -580393 |
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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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