Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2074694.3099 | 2093794.9893 | -19100.6793 | -111811.6129 | -58056.4251 | -53755.1878 |
Total P&L (%) | 2074.6943 | 2093.795 | -19.1007 | -111.8116 | -58.0564 | -53.7552 |
Avg Daily Profit (%) | 0.8772 | 0.8853 | -0.0081 | 0 | -0.0367 | -0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -311624 | -157186 | -216816 | -178151 | -81915 | -83314 |
Profit Factor | 3.8116 | 6.1125 | 0.9418 | 0.5775 | 0.6092 | 0.537 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 13 | 21 | 38 | 22 | 16 |
Losing Trades | 37 | 22 | 15 | 33 | 13 | 20 |
Profitability (%) | 47.8873 | 37.1429 | 58.3333 | 53.5211 | 62.8571 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.1479 | 10.3442 | 0.6727 | 0.5015 | 0.36 | 0.6713 |
Largest Winning Trade | 2283317 | 2283317 | 46308 | 20457 | 16406 | 20457 |
Largest Losing Trade | -109677 | -47463 | -109677 | -55616 | -33701 | -55616 |
Avg Bars in Trades | 97 | 141 | 54 | 97 | 141 | 54 |
Avg Bars in Winners | 110 | 178 | 68 | 65 | 90 | 29 |
Avg Bars in Losers | 84 | 119 | 34 | 134 | 226 | 74 |
Bars Traded | 6914 | 4946 | 1968 | 6914 | 4946 | 1968 |
Profit Streak | 1.6012 | 0 | 5.9346 | 0 | 281.6012 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74369 | 603310 | -579001 | -671321 | -577771 | -582940 |
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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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