Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5334660.5221 | 5421591.433 | -86930.9109 | -62018.004 | -81644.4995 | 19626.4955 |
Total P&L (%) | 5334.6605 | 5421.5914 | -86.9309 | -62.018 | -81.6445 | 19.6265 |
Avg Daily Profit (%) | 2.2955 | 2.3329 | -0.0374 | -0.0416 | -0.0729 | 0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191100 | -163979 | -77989 | -308458 | -370444 | -64328 |
Profit Factor | 9.8549 | 14.2652 | 0.5513 | 0.9121 | 0.8521 | 1.1281 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40 | 34.375 | 45.4545 | 40 | 34.375 | 45.4545 |
Ratio Avg Win / Avg Loss | 14.7823 | 27.2335 | 0.6616 | 1.3681 | 1.6267 | 1.3537 |
Largest Winning Trade | 5684847 | 5684847 | 58542 | 331385 | 331385 | 97321 |
Largest Losing Trade | -68317 | -68317 | -28027 | -157272 | -157272 | -28027 |
Avg Bars in Trades | 64 | 112 | 18 | 64 | 112 | 18 |
Avg Bars in Winners | 96 | 202 | 19 | 96 | 202 | 19 |
Avg Bars in Losers | 43 | 65 | 17 | 43 | 65 | 17 |
Bars Traded | 4201 | 3592 | 609 | 4201 | 3592 | 609 |
Profit Streak | 109.4192 | 0 | 178.9192 | 109.4192 | 0 | 178.9192 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116611 | 608979 | -581708 | -718715 | -584108 | -270249 |
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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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