Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204502.0711 | 289985.3149 | -85483.2438 | -336178.2876 | 3441310.5737 | -3777488.8613 |
Total P&L (%) | 204.5021 | 289.9853 | -85.4832 | -336.1783 | 3441.3106 | -3777.4889 |
Avg Daily Profit (%) | 0.105 | 0.1489 | -0.0439 | 0 | 0.1833 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313684 | -132370 | -213588 | -3581741 | -229285 | -3948370 |
Profit Factor | 1.3041 | 1.7402 | 0.6954 | 0.9362 | 4.1759 | 0.0974 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 15 | 18 | 41 | 22 | 19 |
Losing Trades | 34 | 18 | 16 | 26 | 11 | 15 |
Profitability (%) | 49.2537 | 45.4545 | 52.9412 | 61.194 | 66.6667 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.3436 | 2.0882 | 0.6181 | 0.5937 | 2.0879 | 0.0769 |
Largest Winning Trade | 168601 | 168601 | 41550 | 1012765 | 1012765 | 76781 |
Largest Losing Trade | -213588 | -67099 | -213588 | -3581741 | -229285 | -3581741 |
Avg Bars in Trades | 163 | 276 | 53 | 163 | 276 | 53 |
Avg Bars in Winners | 198 | 362 | 62 | 151 | 240 | 47 |
Avg Bars in Losers | 129 | 204 | 43 | 182 | 346 | 61 |
Bars Traded | 10933 | 9115 | 1818 | 10933 | 9115 | 1818 |
Profit Streak | 0 | 102.2403 | 0 | 17.9069 | 0 | 120.9069 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173989 | 280007 | -580413 | -699761 | 619970 | -578680 |
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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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