Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327685.2871 | 208660.4382 | 119024.8488 | -3285794.9553 | -2374953.8751 | -910841.0801 |
Total P&L (%) | 327.6853 | 208.6604 | 119.0248 | -3285.795 | -2374.9539 | -910.8411 |
Avg Daily Profit (%) | 0.1722 | 0.1096 | 0.0625 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212966 | -94185 | -218031 | -7803139 | -3283442 | -4691317 |
Profit Factor | 1.4961 | 1.7904 | 1.3002 | 0.8056 | 0.6984 | 0.8991 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 95 | 45 | 50 | 31 | 19 | 12 |
Losing Trades | 27 | 16 | 11 | 91 | 42 | 49 |
Profitability (%) | 77.8689 | 73.7705 | 81.9672 | 25.4098 | 31.1475 | 19.6721 |
Ratio Avg Win / Avg Loss | 0.4252 | 0.6366 | 0.286 | 2.3648 | 1.5438 | 3.6713 |
Largest Winning Trade | 45176 | 45176 | 29706 | 4289562 | 1035775 | 4289562 |
Largest Losing Trade | -212966 | -58083 | -212966 | -1155726 | -1155726 | -832068 |
Avg Bars in Trades | 60 | 68 | 51 | 60 | 68 | 51 |
Avg Bars in Winners | 35 | 36 | 33 | 133 | 148 | 108 |
Avg Bars in Losers | 149 | 159 | 133 | 35 | 32 | 37 |
Bars Traded | 7361 | 4202 | 3159 | 7361 | 4202 | 3159 |
Profit Streak | 76.5356 | 76.5356 | 278.7856 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 11 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465668 | -203044 | -267085 | -605685 | -747289 | -793255 |
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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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