Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697754.075 | 456384.1233 | 241369.9517 | 1033718.5844 | 14938553.5761 | -13904834.9917 |
Total P&L (%) | 697.7541 | 456.3841 | 241.37 | 1033.7186 | 14938.5536 | -13904.835 |
Avg Daily Profit (%) | 0.3776 | 0.247 | 0.1306 | 0.1315 | 0.2717 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126915 | -64376 | -96604 | -42602337 | -8046624 | -42153294 |
Profit Factor | 3.5173 | 5.0729 | 2.4617 | 1.0172 | 2.3492 | 0.7163 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 55.3846 | 48.4848 | 62.5 | 55.3846 | 48.4848 | 62.5 |
Ratio Avg Win / Avg Loss | 2.8334 | 5.39 | 1.477 | 0.8194 | 2.496 | 0.4298 |
Largest Winning Trade | 117417 | 117417 | 67318 | 15748069 | 10631932 | 15748069 |
Largest Losing Trade | -96604 | -30310 | -96604 | -42153294 | -7106648 | -42153294 |
Avg Bars in Trades | 80 | 34 | 127 | 80 | 34 | 127 |
Avg Bars in Winners | 119 | 45 | 178 | 119 | 45 | 178 |
Avg Bars in Losers | 31 | 24 | 42 | 31 | 24 | 42 |
Bars Traded | 5218 | 1148 | 4070 | 5218 | 1148 | 4070 |
Profit Streak | 19.8398 | 20.5065 | 0 | 19.8398 | 20.5065 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118481 | 569193 | -13458 | -355069 | 470312 | -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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