Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196816.5959 | 336257.5235 | -139440.9276 | 1269983.852 | -2809456.373 | 4079440.225 |
Total P&L (%) | 196.8166 | 336.2575 | -139.4409 | 1269.9839 | -2809.4564 | 4079.4402 |
Avg Daily Profit (%) | 0.1051 | 0.1796 | -0.0745 | 0.1399 | 0 | 0.1996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301331 | -55710 | -260658 | -3546614 | -3138330 | -2075919 |
Profit Factor | 1.2288 | 2.6025 | 0.7856 | 1.1195 | 0.4596 | 1.7517 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 44 | 22 | 22 | 28 | 15 | 13 |
Losing Trades | 31 | 15 | 16 | 47 | 22 | 25 |
Profitability (%) | 58.6667 | 59.4595 | 57.8947 | 37.3333 | 40.5405 | 34.2105 |
Ratio Avg Win / Avg Loss | 0.8657 | 1.7744 | 0.5713 | 1.8792 | 0.674 | 3.3687 |
Largest Winning Trade | 87711 | 87711 | 64023 | 7151326 | 710984 | 7151326 |
Largest Losing Trade | -214444 | -39014 | -214444 | -1040352 | -1040352 | -511901 |
Avg Bars in Trades | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Winners | 46 | 53 | 39 | 92 | 91 | 93 |
Avg Bars in Losers | 102 | 96 | 107 | 55 | 56 | 55 |
Bars Traded | 5214 | 2621 | 2593 | 5214 | 2621 | 2593 |
Profit Streak | 0 | 113.4481 | 0 | 0 | 113.4481 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114517 | 511363 | -579741 | -159978 | -583888 | 188210 |
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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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