Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135645.1606 | 19419.5708 | 116225.5898 | -1229834.0733 | 857568.375 | -2087402.4483 |
Total P&L (%) | 135.6452 | 19.4196 | 116.2256 | -1229.8341 | 857.5684 | -2087.4024 |
Avg Daily Profit (%) | 0.0898 | 0.0129 | 0.0769 | 0 | 0.1496 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194682 | -80562 | -194537 | -2902506 | -490759 | -2832077 |
Profit Factor | 1.3276 | 1.1206 | 1.4595 | 0.7219 | 1.8637 | 0.3913 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 59 | 27 | 32 | 43 | 22 | 21 |
Losing Trades | 15 | 10 | 5 | 31 | 15 | 16 |
Profitability (%) | 79.7297 | 72.973 | 86.4865 | 58.1081 | 59.4595 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.3375 | 0.415 | 0.228 | 0.5204 | 1.2707 | 0.2982 |
Largest Winning Trade | 32670 | 23819 | 32670 | 576435 | 576435 | 415402 |
Largest Losing Trade | -194537 | -46193 | -194537 | -1758243 | -217830 | -1758243 |
Avg Bars in Trades | 54 | 29 | 79 | 54 | 29 | 79 |
Avg Bars in Winners | 35 | 13 | 53 | 50 | 31 | 69 |
Avg Bars in Losers | 129 | 70 | 249 | 59 | 24 | 92 |
Bars Traded | 4019 | 1073 | 2946 | 4019 | 1073 | 2946 |
Profit Streak | 92.083 | 92.083 | 258.4163 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137810 | -268667 | -84887 | -648226 | 397892 | -579896 |
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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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