Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308420.3738 | 79230.6065 | 229189.7673 | -999296.5279 | 102528.717 | -1101825.2449 |
Total P&L (%) | 308.4204 | 79.2306 | 229.1898 | -999.2965 | 102.5287 | -1101.8252 |
Avg Daily Profit (%) | 0.2037 | 0.0523 | 0.1514 | 0 | 0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144254 | -12835 | -142258 | -1808325 | -128764 | -1702328 |
Profit Factor | 2.0043 | 2.7875 | 1.8722 | 0.6451 | 1.3244 | 0.5592 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 63 | 29 | 34 | 44 | 22 | 22 |
Losing Trades | 14 | 10 | 4 | 33 | 17 | 16 |
Profitability (%) | 81.8182 | 74.359 | 89.4737 | 57.1429 | 56.4103 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.4454 | 0.9612 | 0.2203 | 0.4838 | 1.0234 | 0.4067 |
Largest Winning Trade | 51635 | 13721 | 51635 | 421314 | 70636 | 421314 |
Largest Losing Trade | -137607 | -12069 | -137607 | -1250891 | -74122 | -1250891 |
Avg Bars in Trades | 72 | 4 | 142 | 72 | 4 | 142 |
Avg Bars in Winners | 58 | 3 | 105 | 71 | 4 | 138 |
Avg Bars in Losers | 134 | 7 | 451 | 73 | 4 | 147 |
Bars Traded | 5569 | 172 | 5396 | 5569 | 172 | 5396 |
Profit Streak | 8.3989 | 8.3989 | 123.8989 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32125 | -116348 | 495477 | -625851 | -129269 | -579741 |
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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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