Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436724.5606 | 156226.636 | 280497.9246 | -9142895.6605 | -1679980.1201 | -7462915.5404 |
Total P&L (%) | 436.7246 | 156.2266 | 280.4979 | -9142.8957 | -1679.9801 | -7462.9155 |
Avg Daily Profit (%) | 0.262 | 0.0937 | 0.1683 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174091 | -43899 | -173278 | -9440582 | -2086264 | -7678300 |
Profit Factor | 2.0772 | 2.4865 | 1.9339 | 0.3327 | 0.543 | 0.2557 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 72 | 32 | 40 | 31 | 20 | 11 |
Losing Trades | 25 | 17 | 8 | 66 | 29 | 37 |
Profitability (%) | 74.2268 | 65.3061 | 83.3333 | 31.9588 | 40.8163 | 22.9167 |
Ratio Avg Win / Avg Loss | 0.7212 | 1.321 | 0.3868 | 0.7084 | 0.7873 | 0.8599 |
Largest Winning Trade | 38376 | 38376 | 35768 | 1155355 | 481547 | 1155355 |
Largest Losing Trade | -173278 | -43899 | -173278 | -1559436 | -877760 | -1559436 |
Avg Bars in Trades | 50 | 19 | 81 | 50 | 19 | 81 |
Avg Bars in Winners | 37 | 14 | 56 | 68 | 26 | 144 |
Avg Bars in Losers | 87 | 29 | 210 | 41 | 14 | 63 |
Bars Traded | 4882 | 953 | 3929 | 4882 | 953 | 3929 |
Profit Streak | 102.7588 | 102.7588 | 290.4255 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 11 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518162 | -60905 | 506193 | -587535 | -583975 | -619963 |
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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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