Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344794.2787 | 195636.4275 | 149157.8511 | -5975317.1524 | -1254113.0159 | -4721204.1364 |
Total P&L (%) | 344.7943 | 195.6364 | 149.1579 | -5975.3172 | -1254.113 | -4721.2041 |
Avg Daily Profit (%) | 0.1806 | 0.1024 | 0.0781 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180718 | -36613 | -54626 | -6007970 | -1425739 | -4481475 |
Profit Factor | 1.8237 | 2.6679 | 1.4951 | 0.4508 | 0.6524 | 0.3508 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 54 | 25 | 29 | 33 | 20 | 13 |
Losing Trades | 33 | 19 | 14 | 54 | 24 | 30 |
Profitability (%) | 62.069 | 56.8182 | 67.4419 | 37.931 | 45.4545 | 30.2326 |
Ratio Avg Win / Avg Loss | 1.1145 | 2.0276 | 0.7218 | 0.7377 | 0.7828 | 0.8096 |
Largest Winning Trade | 67081 | 67081 | 41030 | 672248 | 672248 | 491198 |
Largest Losing Trade | -180718 | -20466 | -180718 | -1190281 | -634345 | -1190281 |
Avg Bars in Trades | 58 | 13 | 104 | 58 | 13 | 104 |
Avg Bars in Winners | 43 | 13 | 68 | 63 | 12 | 143 |
Avg Bars in Losers | 83 | 12 | 180 | 55 | 13 | 88 |
Bars Traded | 5085 | 576 | 4509 | 5085 | 576 | 4509 |
Profit Streak | 164.2064 | 167.5397 | 164.2064 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476353 | -48936 | -86163 | -585239 | -582209 | -588414 |
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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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