Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30093.006 | 143688.7727 | -113595.7667 | 3092681.3024 | -4281559.201 | 7374240.5033 |
Total P&L (%) | 30.093 | 143.6888 | -113.5958 | 3092.6813 | -4281.5592 | 7374.2405 |
Avg Daily Profit (%) | 0.0157 | 0.0749 | -0.0592 | 0.1807 | 0 | 0.2252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -342850 | -108930 | -331639 | -8698674 | -5158759 | -4960177 |
Profit Factor | 1.0412 | 1.7213 | 0.7858 | 1.2245 | 0.4043 | 2.119 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 18 | 26 | 26 | 13 | 13 |
Losing Trades | 23 | 15 | 8 | 41 | 20 | 21 |
Profitability (%) | 65.6716 | 54.5455 | 76.4706 | 38.806 | 39.3939 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.5443 | 1.4344 | 0.2418 | 1.9309 | 0.6219 | 3.4231 |
Largest Winning Trade | 61485 | 61485 | 39704 | 9385457 | 531755 | 9385457 |
Largest Losing Trade | -331639 | -56302 | -331639 | -1413330 | -1066181 | -1413330 |
Avg Bars in Trades | 51 | 63 | 39 | 51 | 63 | 39 |
Avg Bars in Winners | 43 | 51 | 37 | 43 | 69 | 18 |
Avg Bars in Losers | 68 | 78 | 48 | 56 | 60 | 53 |
Bars Traded | 3469 | 2111 | 1358 | 3469 | 2111 | 1358 |
Profit Streak | 20.5513 | 20.5513 | 55.0513 | 20.5513 | 20.5513 | 55.0513 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -469310 | -89649 | -575960 | -115555 | -584373 | 327390 |
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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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