Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415729.7941 | 282447.8416 | 133281.9524 | -3885313.3539 | -1629945.0688 | -2255368.2851 |
Total P&L (%) | 415.7298 | 282.4478 | 133.282 | -3885.3134 | -1629.9451 | -2255.3683 |
Avg Daily Profit (%) | 0.4068 | 0.2764 | 0.1304 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174629 | -83523 | -29416 | -3967054 | -2439314 | -2018143 |
Profit Factor | 1.8964 | 2.2221 | 1.5728 | 0.3513 | 0.5029 | 0.1679 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 22 | 24 | 20 | 12 | 8 |
Losing Trades | 20 | 11 | 9 | 46 | 21 | 25 |
Profitability (%) | 69.697 | 66.6667 | 72.7273 | 30.303 | 36.3636 | 24.2424 |
Ratio Avg Win / Avg Loss | 0.8245 | 1.1111 | 0.5898 | 0.808 | 0.88 | 0.5248 |
Largest Winning Trade | 126219 | 126219 | 37975 | 432084 | 432084 | 165028 |
Largest Losing Trade | -165908 | -48952 | -165908 | -1145927 | -1145927 | -530544 |
Avg Bars in Trades | 181 | 200 | 162 | 181 | 200 | 162 |
Avg Bars in Winners | 146 | 163 | 131 | 248 | 265 | 224 |
Avg Bars in Losers | 261 | 274 | 246 | 152 | 163 | 143 |
Bars Traded | 11984 | 6608 | 5376 | 11984 | 6608 | 5376 |
Profit Streak | 14.1349 | 0 | 36.3849 | 0 | 52.3015 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115139 | 486996 | -15343 | -717215 | -585542 | -613956 |
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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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