Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256773.801 | 166141.4289 | 90632.3722 | -1368164.3459 | -152851.025 | -1215313.3209 |
Total P&L (%) | 256.7738 | 166.1414 | 90.6324 | -1368.1643 | -152.851 | -1215.3133 |
Avg Daily Profit (%) | 0.2509 | 0.1623 | 0.0886 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153170 | -38562 | -46180 | -2721245 | -842252 | -1697261 |
Profit Factor | 1.6916 | 2.5179 | 1.3461 | 0.6688 | 0.9056 | 0.5163 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 42 | 22 | 20 | 25 | 13 | 12 |
Losing Trades | 25 | 12 | 13 | 42 | 21 | 21 |
Profitability (%) | 62.6866 | 64.7059 | 60.6061 | 37.3134 | 38.2353 | 36.3636 |
Ratio Avg Win / Avg Loss | 1.0069 | 1.3734 | 0.875 | 1.1236 | 1.4629 | 0.9035 |
Largest Winning Trade | 40649 | 33436 | 40649 | 889074 | 889074 | 446341 |
Largest Losing Trade | -153170 | -34161 | -153170 | -497762 | -311740 | -497762 |
Avg Bars in Trades | 176 | 120 | 233 | 176 | 120 | 233 |
Avg Bars in Winners | 179 | 114 | 249 | 163 | 130 | 199 |
Avg Bars in Losers | 172 | 131 | 209 | 184 | 114 | 253 |
Bars Traded | 11823 | 4102 | 7721 | 11823 | 4102 | 7721 |
Profit Streak | 0 | 0 | 0 | 35.8882 | 39.0549 | 35.8882 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109205 | 463563 | -74689 | -703883 | -582715 | -585562 |
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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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