Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359556.3625 | 311596.9615 | 47959.4009 | -12013833.7101 | -5325482.1243 | -6688351.5857 |
Total P&L (%) | 359.5564 | 311.597 | 47.9594 | -12013.8337 | -5325.4821 | -6688.3516 |
Avg Daily Profit (%) | 0.1873 | 0.1623 | 0.025 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312819 | -64299 | -300140 | -16654263 | -10816694 | -8406102 |
Profit Factor | 1.6586 | 2.7712 | 1.1296 | 0.61 | 0.7008 | 0.4857 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 17 | 23 | 34 | 20 | 14 |
Losing Trades | 33 | 19 | 14 | 39 | 16 | 23 |
Profitability (%) | 54.7945 | 47.2222 | 62.1622 | 46.5753 | 55.5556 | 37.8378 |
Ratio Avg Win / Avg Loss | 1.3683 | 3.0972 | 0.6876 | 0.6997 | 0.5606 | 0.7979 |
Largest Winning Trade | 111067 | 111067 | 69849 | 6068528 | 6068528 | 2478274 |
Largest Losing Trade | -265386 | -36863 | -265386 | -4679121 | -4679121 | -4005830 |
Avg Bars in Trades | 75 | 81 | 68 | 75 | 81 | 68 |
Avg Bars in Winners | 79 | 79 | 79 | 65 | 89 | 32 |
Avg Bars in Losers | 69 | 84 | 50 | 82 | 72 | 90 |
Bars Traded | 5478 | 2951 | 2527 | 5478 | 2951 | 2527 |
Profit Streak | 38.1988 | 0 | 121.1988 | 0 | 76.5322 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65289 | 414195 | -237695 | -658387 | -579502 | -585502 |
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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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