Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41168.8941 | 219690.1632 | -178521.2691 | -248753.4653 | 2210573.0016 | -2459326.4669 |
Total P&L (%) | 41.1689 | 219.6902 | -178.5213 | -248.7535 | 2210.573 | -2459.3265 |
Avg Daily Profit (%) | 0.0213 | 0.1135 | -0.0923 | 0 | 0.1624 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -343482 | -137014 | -262860 | -2712333 | -479627 | -2523761 |
Profit Factor | 1.0622 | 1.6007 | 0.3974 | 0.9409 | 2.5203 | 0.1068 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 23 | 22 | 29 | 18 | 11 |
Losing Trades | 17 | 8 | 9 | 33 | 13 | 20 |
Profitability (%) | 72.5806 | 74.1935 | 70.9677 | 46.7742 | 58.0645 | 35.4839 |
Ratio Avg Win / Avg Loss | 0.4013 | 0.5568 | 0.1626 | 1.0707 | 1.8202 | 0.1941 |
Largest Winning Trade | 99918 | 99918 | 11947 | 1100271 | 1100271 | 69785 |
Largest Losing Trade | -250870 | -71147 | -250870 | -2338284 | -479627 | -2338284 |
Avg Bars in Trades | 59 | 113 | 5 | 59 | 113 | 5 |
Avg Bars in Winners | 20 | 36 | 3 | 98 | 157 | 3 |
Avg Bars in Losers | 161 | 333 | 9 | 24 | 51 | 6 |
Bars Traded | 3665 | 3510 | 155 | 3665 | 3510 | 155 |
Profit Streak | 70.3868 | 0 | 306.8868 | 0 | 299.8868 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -475354 | -38078 | -576475 | -738865 | 508107 | -586185 |
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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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