Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169877.2047 | 509255.4932 | -339378.2884 | -145687.1588 | 3526361.1352 | -3672048.294 |
Total P&L (%) | 169.8772 | 509.2555 | -339.3783 | -145.6872 | 3526.3611 | -3672.0483 |
Avg Daily Profit (%) | 0.0735 | 0.2203 | -0.1468 | 0 | 0.1554 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -626601 | -238793 | -459648 | -6556302 | -2013583 | -6692194 |
Profit Factor | 1.1595 | 2.5153 | 0.5343 | 0.9849 | 2.5078 | 0.4988 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 11 | 14 | 30 | 19 | 11 |
Losing Trades | 32 | 18 | 14 | 27 | 10 | 17 |
Profitability (%) | 43.8596 | 37.931 | 50 | 52.6316 | 65.5172 | 39.2857 |
Ratio Avg Win / Avg Loss | 1.4842 | 4.1159 | 0.5343 | 0.8864 | 1.3199 | 0.7708 |
Largest Winning Trade | 254290 | 254290 | 81718 | 1981689 | 1695531 | 1981689 |
Largest Losing Trade | -175674 | -44243 | -175674 | -3388869 | -919733 | -3388869 |
Avg Bars in Trades | 108 | 81 | 137 | 108 | 81 | 137 |
Avg Bars in Winners | 130 | 88 | 164 | 97 | 77 | 131 |
Avg Bars in Losers | 91 | 76 | 110 | 121 | 88 | 140 |
Bars Traded | 6197 | 2358 | 3839 | 6197 | 2358 | 3839 |
Profit Streak | 0 | 0 | 289.8655 | 66.1988 | 324.8655 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321757 | 297249 | -600865 | -759377 | 526585 | -606000 |
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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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