Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79850.48 | 161516.1578 | -81665.6778 | 5886955.9675 | 1709953.9014 | 4177002.0661 |
Total P&L (%) | 79.8505 | 161.5162 | -81.6657 | 5886.956 | 1709.9539 | 4177.0021 |
Avg Daily Profit (%) | 0.0421 | 0.0852 | -0.0431 | 0.2162 | 0.1529 | 0.1984 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271737 | -38459 | -268926 | -1351550 | -413973 | -1045104 |
Profit Factor | 1.1303 | 2.8007 | 0.8439 | 3.0969 | 2.4928 | 3.5133 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 74 | 35 | 39 | 48 | 23 | 25 |
Losing Trades | 23 | 14 | 9 | 49 | 26 | 23 |
Profitability (%) | 76.2887 | 71.4286 | 81.25 | 49.4845 | 46.9388 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.3513 | 1.1203 | 0.1947 | 3.1615 | 2.818 | 3.2323 |
Largest Winning Trade | 36373 | 31373 | 36373 | 1844939 | 619168 | 1844939 |
Largest Losing Trade | -268926 | -30432 | -268926 | -373109 | -253433 | -373109 |
Avg Bars in Trades | 111 | 28 | 195 | 111 | 28 | 195 |
Avg Bars in Winners | 78 | 19 | 130 | 147 | 29 | 255 |
Avg Bars in Losers | 217 | 49 | 477 | 75 | 26 | 131 |
Bars Traded | 10776 | 1375 | 9401 | 10776 | 1375 | 9401 |
Profit Streak | 0 | 0 | 128.0306 | 0 | 0 | 128.0306 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -211525 | -71766 | -575260 | 509447 | 416535 | 594219 |
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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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