Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100159.1849 | 215369.5111 | -115210.3262 | -2808163.8731 | 5496487.7094 | -8304651.5825 |
Total P&L (%) | 100.1592 | 215.3695 | -115.2103 | -2808.1639 | 5496.4877 | -8304.6516 |
Avg Daily Profit (%) | 0.04 | 0.086 | -0.046 | 0 | 0.1609 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -329937 | -100098 | -329937 | -11289674 | -3322425 | -11283499 |
Profit Factor | 1.1663 | 2.1977 | 0.7272 | 0.8585 | 1.7838 | 0.353 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 22 | 27 | 39 | 22 | 17 |
Losing Trades | 24 | 14 | 10 | 34 | 14 | 20 |
Profitability (%) | 67.1233 | 61.1111 | 72.973 | 53.4247 | 61.1111 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.5713 | 1.3985 | 0.2693 | 0.7485 | 1.1352 | 0.4154 |
Largest Winning Trade | 67270 | 67270 | 59310 | 7407549 | 7407549 | 2370112 |
Largest Losing Trade | -329937 | -77689 | -329937 | -5790071 | -3090696 | -5790071 |
Avg Bars in Trades | 98 | 130 | 67 | 98 | 130 | 67 |
Avg Bars in Winners | 59 | 77 | 45 | 131 | 186 | 61 |
Avg Bars in Losers | 178 | 213 | 129 | 60 | 42 | 73 |
Bars Traded | 7209 | 4694 | 2515 | 7209 | 4694 | 2515 |
Profit Streak | 26.241 | 0 | 80.5743 | 0 | 80.9076 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251924 | -73601 | -576426 | -656333 | 460109 | -582349 |
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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) |
---|