Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683067.322 | 486326.2953 | 196741.0267 | -13174512.1134 | -6735627.1825 | -6438884.9309 |
Total P&L (%) | 683.0673 | 486.3263 | 196.741 | -13174.5121 | -6735.6272 | -6438.8849 |
Avg Daily Profit (%) | 0.3607 | 0.2568 | 0.1039 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187247 | -43955 | -191442 | -17418190 | -9140741 | -9540842 |
Profit Factor | 1.9898 | 3.3411 | 1.4079 | 0.579 | 0.474 | 0.6518 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 68 | 33 | 35 | 36 | 20 | 16 |
Losing Trades | 39 | 20 | 19 | 71 | 33 | 38 |
Profitability (%) | 63.5514 | 62.2642 | 64.8148 | 33.6449 | 37.7358 | 29.6296 |
Ratio Avg Win / Avg Loss | 1.1412 | 2.0249 | 0.7643 | 1.142 | 0.7821 | 1.548 |
Largest Winning Trade | 97418 | 97418 | 51221 | 3983162 | 1737814 | 3983162 |
Largest Losing Trade | -163672 | -26902 | -163672 | -2885839 | -2514922 | -2885839 |
Avg Bars in Trades | 67 | 60 | 75 | 67 | 60 | 75 |
Avg Bars in Winners | 66 | 58 | 74 | 69 | 68 | 71 |
Avg Bars in Losers | 69 | 63 | 76 | 66 | 55 | 76 |
Bars Traded | 7268 | 3205 | 4063 | 7268 | 3205 | 4063 |
Profit Streak | 45.6106 | 0 | 69.1106 | 0 | 139.8606 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528437 | -163970 | -232769 | -585187 | -764641 | -767743 |
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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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