Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144206.7088 | 311413.6598 | -167206.951 | 6313882.396 | -2735481.6962 | 9049364.0922 |
Total P&L (%) | 144.2067 | 311.4137 | -167.207 | 6313.8824 | -2735.4817 | 9049.3641 |
Avg Daily Profit (%) | 0.0577 | 0.1245 | -0.0669 | 0.1665 | 0 | 0.1808 |
Buy And Hold Return (%) | 876.0021 | 876.0021 | 876.0021 | 876.0021 | 876.0021 | 876.0021 |
Max Trade Drawdown | -221064 | -43634 | -249257 | -6107271 | -3369177 | -2845722 |
Profit Factor | 1.2295 | 3.3561 | 0.663 | 1.6995 | 0.3986 | 3.0213 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 66 | 34 | 32 | 48 | 24 | 24 |
Losing Trades | 40 | 19 | 21 | 58 | 29 | 29 |
Profitability (%) | 62.2642 | 64.1509 | 60.3774 | 45.283 | 45.283 | 45.283 |
Ratio Avg Win / Avg Loss | 0.7452 | 1.8755 | 0.4351 | 2.0536 | 0.4817 | 3.6507 |
Largest Winning Trade | 66674 | 66674 | 37855 | 12069612 | 302839 | 12069612 |
Largest Losing Trade | -217614 | -35639 | -217614 | -1025333 | -1025333 | -977272 |
Avg Bars in Trades | 42 | 43 | 42 | 42 | 43 | 42 |
Avg Bars in Winners | 36 | 41 | 30 | 51 | 48 | 55 |
Avg Bars in Losers | 53 | 47 | 59 | 35 | 39 | 31 |
Bars Traded | 4555 | 2311 | 2244 | 4555 | 2311 | 2244 |
Profit Streak | 82.835 | 328.335 | 0 | 82.835 | 307.335 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -281273 | -362988 | -759488 | 359197 | -761700 | -168245 |
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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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