Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404521.2539 | 281550.8295 | 122970.4245 | -7891709.6026 | -5954783.668 | -1936925.9346 |
Total P&L (%) | 404.5213 | 281.5508 | 122.9704 | -7891.7096 | -5954.7837 | -1936.9259 |
Avg Daily Profit (%) | 0.2121 | 0.1476 | 0.0645 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235190 | -75866 | -241946 | -7968713 | -6299702 | -3181913 |
Profit Factor | 1.5528 | 2.0357 | 1.2674 | 0.5965 | 0.449 | 0.7786 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 70 | 33 | 37 | 31 | 19 | 12 |
Losing Trades | 29 | 17 | 12 | 68 | 31 | 37 |
Profitability (%) | 70.7071 | 66 | 75.5102 | 31.3131 | 38 | 24.4898 |
Ratio Avg Win / Avg Loss | 0.6433 | 1.0487 | 0.411 | 1.3084 | 0.7326 | 2.4008 |
Largest Winning Trade | 74423 | 74423 | 41078 | 3540587 | 1440179 | 3540587 |
Largest Losing Trade | -235190 | -46025 | -235190 | -1967743 | -1967743 | -895513 |
Avg Bars in Trades | 223 | 237 | 209 | 223 | 237 | 209 |
Avg Bars in Winners | 152 | 160 | 144 | 342 | 356 | 320 |
Avg Bars in Losers | 396 | 386 | 410 | 169 | 164 | 173 |
Bars Traded | 22144 | 11868 | 10276 | 22144 | 11868 | 10276 |
Profit Streak | 80.26 | 80.26 | 281.5933 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447115 | -169824 | -103778 | -586114 | -765500 | -610245 |
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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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