Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313950.1654 | 37377.0647 | 276573.1007 | -2293964.5315 | -463700.6791 | -1830263.8524 |
Total P&L (%) | 313.9502 | 37.3771 | 276.5731 | -2293.9645 | -463.7007 | -1830.2639 |
Avg Daily Profit (%) | 0.2044 | 0.0243 | 0.1801 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150803 | -20115 | -143155 | -3747600 | -556643 | -3321316 |
Profit Factor | 2.4421 | 1.7856 | 2.6257 | 0.4994 | 0.4455 | 0.5114 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 50 | 24 | 26 | 37 | 17 | 20 |
Losing Trades | 15 | 9 | 6 | 28 | 16 | 12 |
Profitability (%) | 76.9231 | 72.7273 | 81.25 | 56.9231 | 51.5152 | 62.5 |
Ratio Avg Win / Avg Loss | 0.7326 | 0.6696 | 0.6059 | 0.3779 | 0.4193 | 0.3069 |
Largest Winning Trade | 45548 | 13159 | 45548 | 308657 | 56041 | 308657 |
Largest Losing Trade | -141002 | -16041 | -141002 | -2129162 | -255135 | -2129162 |
Avg Bars in Trades | 67 | 3 | 133 | 67 | 3 | 133 |
Avg Bars in Winners | 51 | 2 | 96 | 74 | 2 | 136 |
Avg Bars in Losers | 119 | 5 | 290 | 56 | 3 | 127 |
Bars Traded | 4360 | 101 | 4259 | 4360 | 101 | 4259 |
Profit Streak | 21.071 | 433.4044 | 21.071 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121507 | -157596 | 511577 | -715880 | -580328 | -579190 |
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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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