Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392793.6725 | 192813.1452 | 199980.5273 | -5222254.6291 | -2094246.9368 | -3128007.6923 |
Total P&L (%) | 392.7937 | 192.8131 | 199.9805 | -5222.2546 | -2094.2469 | -3128.0077 |
Avg Daily Profit (%) | 0.3842 | 0.1886 | 0.1956 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174276 | -44427 | -166938 | -7291672 | -3533392 | -4830769 |
Profit Factor | 1.9104 | 2.1737 | 1.7485 | 0.4742 | 0.484 | 0.4674 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 18 | 25 | 37 | 15 | 22 |
Losing Trades | 31 | 19 | 12 | 37 | 22 | 15 |
Profitability (%) | 58.1081 | 48.6486 | 67.5676 | 50 | 40.5405 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.3772 | 2.2944 | 0.8393 | 0.4742 | 0.7098 | 0.3187 |
Largest Winning Trade | 67417 | 67417 | 47993 | 889246 | 889246 | 608245 |
Largest Losing Trade | -166938 | -25742 | -166938 | -3081000 | -1761307 | -3081000 |
Avg Bars in Trades | 77 | 59 | 95 | 77 | 59 | 95 |
Avg Bars in Winners | 78 | 55 | 95 | 90 | 69 | 104 |
Avg Bars in Losers | 75 | 62 | 96 | 64 | 52 | 83 |
Bars Traded | 5730 | 2185 | 3545 | 5730 | 2185 | 3545 |
Profit Streak | 23.0132 | 0 | 37.3466 | 0 | 56.3466 | 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 | -55190 | 400992 | 394116 | -649555 | -583889 | -579546 |
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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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