Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209806.1441 | 222263.9214 | -12457.7774 | -1867246.3877 | -157634.4891 | -1709611.8986 |
Total P&L (%) | 209.8061 | 222.2639 | -12.4578 | -1867.2464 | -157.6345 | -1709.6119 |
Avg Daily Profit (%) | 0.1546 | 0.1638 | -0.0092 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -294558 | -47208 | -287900 | -2551882 | -771398 | -2228980 |
Profit Factor | 1.3186 | 2.0074 | 0.9715 | 0.6343 | 0.9224 | 0.4442 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 49 | 22 | 27 | 38 | 21 | 17 |
Losing Trades | 21 | 13 | 8 | 32 | 14 | 18 |
Profitability (%) | 70 | 62.8571 | 77.1429 | 54.2857 | 60 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.5651 | 1.1862 | 0.2879 | 0.5342 | 0.6149 | 0.4703 |
Largest Winning Trade | 60224 | 60224 | 44140 | 423936 | 423936 | 411840 |
Largest Losing Trade | -257856 | -45796 | -257856 | -1237334 | -661007 | -1237334 |
Avg Bars in Trades | 73 | 74 | 71 | 73 | 74 | 71 |
Avg Bars in Winners | 57 | 57 | 56 | 69 | 73 | 64 |
Avg Bars in Losers | 111 | 103 | 123 | 77 | 75 | 78 |
Bars Traded | 5126 | 2609 | 2517 | 5126 | 2609 | 2517 |
Profit Streak | 54.1272 | 83.8772 | 54.1272 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88737 | 454797 | -576706 | -678722 | -579491 | -581343 |
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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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