Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355150.9965 | 345360.402 | 9790.5945 | -10291379.2563 | -4483247.4717 | -5808131.7846 |
Total P&L (%) | 355.151 | 345.3604 | 9.7906 | -10291.3793 | -4483.2475 | -5808.1318 |
Avg Daily Profit (%) | 0.1898 | 0.1846 | 0.0052 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -409099 | -89553 | -355968 | -11514964 | -4778881 | -7664138 |
Profit Factor | 1.4248 | 2.1204 | 1.0186 | 0.4817 | 0.4299 | 0.5156 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 62 | 29 | 33 | 48 | 23 | 25 |
Losing Trades | 26 | 15 | 11 | 40 | 21 | 19 |
Profitability (%) | 70.4545 | 65.9091 | 75 | 54.5455 | 52.2727 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.5975 | 1.0967 | 0.3395 | 0.4014 | 0.3925 | 0.3919 |
Largest Winning Trade | 113583 | 113583 | 48670 | 3134400 | 1180322 | 3134400 |
Largest Losing Trade | -313252 | -58823 | -313252 | -2141337 | -1174887 | -2141337 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 27 | 30 | 23 | 35 | 38 | 33 |
Avg Bars in Losers | 71 | 67 | 77 | 46 | 48 | 42 |
Bars Traded | 3550 | 1905 | 1644 | 3550 | 1905 | 1644 |
Profit Streak | 71.1995 | 111.6995 | 71.1995 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407018 | 499847 | -549126 | -579953 | -580424 | -579835 |
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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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