Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261646.3854 | 438426.3719 | -176779.9865 | 13171432.5255 | -5546338.1371 | 18717770.6625 |
Total P&L (%) | 261.6464 | 438.4264 | -176.78 | 13171.4325 | -5546.3381 | 18717.7707 |
Avg Daily Profit (%) | 0.1079 | 0.1807 | -0.0729 | 0.2017 | 0 | 0.2161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -404717 | -57810 | -491730 | -7523134 | -9845569 | -3048110 |
Profit Factor | 1.3172 | 2.7042 | 0.6886 | 1.4561 | 0.7663 | 4.6382 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 17 | 21 | 36 | 14 | 22 |
Losing Trades | 20 | 12 | 8 | 22 | 15 | 7 |
Profitability (%) | 65.5172 | 58.6207 | 72.4138 | 62.069 | 48.2759 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.6932 | 1.9089 | 0.2623 | 0.8898 | 0.821 | 1.4758 |
Largest Winning Trade | 335214 | 335214 | 71890 | 6022292 | 6022292 | 5620970 |
Largest Losing Trade | -255206 | -57810 | -255206 | -7388870 | -7388870 | -3048110 |
Avg Bars in Trades | 120 | 135 | 105 | 120 | 135 | 105 |
Avg Bars in Winners | 70 | 58 | 80 | 84 | 60 | 99 |
Avg Bars in Losers | 214 | 243 | 171 | 179 | 204 | 124 |
Bars Traded | 6978 | 3915 | 3063 | 6978 | 3915 | 3063 |
Profit Streak | 25.9058 | 0 | 270.5725 | 25.9058 | 0 | 270.5725 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227429 | 492405 | -576577 | -169969 | -581503 | 692702 |
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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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