Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926224.2375 | 716508.9545 | 209715.2829 | -4878698.9123 | -1220279.6949 | -3658419.2174 |
Total P&L (%) | 926.2242 | 716.509 | 209.7153 | -4878.6989 | -1220.2797 | -3658.4192 |
Avg Daily Profit (%) | 0.3877 | 0.3 | 0.0878 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114267 | -61100 | -161012 | -10662107 | -6367317 | -5025813 |
Profit Factor | 2.8241 | 4.6266 | 1.6761 | 0.7766 | 0.8791 | 0.6885 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 18 | 17 | 24 | 11 | 13 |
Losing Trades | 24 | 12 | 12 | 35 | 19 | 16 |
Profitability (%) | 59.322 | 60 | 58.6207 | 40.678 | 36.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.9365 | 3.0844 | 1.1831 | 1.1325 | 1.5184 | 0.8474 |
Largest Winning Trade | 170111 | 170111 | 72347 | 2808325 | 2808325 | 2753057 |
Largest Losing Trade | -114267 | -37832 | -114267 | -2932198 | -2340366 | -2932198 |
Avg Bars in Trades | 152 | 100 | 206 | 152 | 100 | 206 |
Avg Bars in Winners | 193 | 107 | 284 | 114 | 84 | 139 |
Avg Bars in Losers | 92 | 90 | 94 | 178 | 109 | 260 |
Bars Traded | 8992 | 3013 | 5979 | 8992 | 3013 | 5979 |
Profit Streak | 0 | 0 | 0 | 151.5444 | 317.7944 | 151.5444 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163258 | 635829 | -72622 | -761162 | -581887 | -582270 |
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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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