Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540780.1654 | 386275.013 | 154505.1524 | -3727006.3452 | -1535896.5039 | -2191109.8413 |
Total P&L (%) | 540.7802 | 386.275 | 154.5052 | -3727.0063 | -1535.8965 | -2191.1098 |
Avg Daily Profit (%) | 0.2873 | 0.2052 | 0.0821 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177578 | -54892 | -205098 | -6973043 | -2283343 | -4920067 |
Profit Factor | 1.8883 | 2.9345 | 1.3776 | 0.7545 | 0.7739 | 0.7389 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 74 | 35 | 39 | 51 | 30 | 21 |
Losing Trades | 43 | 24 | 19 | 66 | 29 | 37 |
Profitability (%) | 63.2479 | 59.322 | 67.2414 | 43.5897 | 50.8475 | 36.2069 |
Ratio Avg Win / Avg Loss | 1.0972 | 2.0122 | 0.6712 | 0.9765 | 0.7481 | 1.3019 |
Largest Winning Trade | 83992 | 83992 | 55232 | 2802223 | 1084434 | 2802223 |
Largest Losing Trade | -145715 | -29575 | -145715 | -1292164 | -879084 | -1292164 |
Avg Bars in Trades | 93 | 86 | 100 | 93 | 86 | 100 |
Avg Bars in Winners | 75 | 66 | 83 | 109 | 107 | 111 |
Avg Bars in Losers | 124 | 116 | 135 | 81 | 65 | 94 |
Bars Traded | 10955 | 5131 | 5824 | 10955 | 5131 | 5824 |
Profit Streak | 54.4397 | 79.4397 | 54.4397 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533375 | -160834 | -261319 | -582960 | -757348 | -764808 |
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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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