Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396840.1888 | 125074.245 | 271765.9438 | -1032475.4673 | -342817.1485 | -689658.3188 |
Total P&L (%) | 396.8402 | 125.0742 | 271.7659 | -1032.4755 | -342.8171 | -689.6583 |
Avg Daily Profit (%) | 0.266 | 0.0838 | 0.1822 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125089 | -15081 | -122742 | -1522304 | -415179 | -1158367 |
Profit Factor | 2.2821 | 4.0227 | 2.0135 | 0.5387 | 0.3372 | 0.5993 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 50 | 25 | 25 | 27 | 11 | 16 |
Losing Trades | 21 | 11 | 10 | 44 | 25 | 19 |
Profitability (%) | 70.4225 | 69.4444 | 71.4286 | 38.0282 | 30.5556 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.9585 | 1.77 | 0.8054 | 0.8779 | 0.7665 | 0.7116 |
Largest Winning Trade | 46543 | 20376 | 46543 | 339799 | 50085 | 339799 |
Largest Losing Trade | -122742 | -9990 | -122742 | -609642 | -59976 | -609642 |
Avg Bars in Trades | 79 | 14 | 146 | 79 | 14 | 146 |
Avg Bars in Winners | 78 | 14 | 141 | 87 | 8 | 141 |
Avg Bars in Losers | 82 | 13 | 157 | 74 | 16 | 150 |
Bars Traded | 5630 | 514 | 5116 | 5630 | 514 | 5116 |
Profit Streak | 36.1636 | 37.9136 | 0 | 0 | 0 | 126.6636 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78056 | -70594 | 406275 | -676711 | -588064 | -581103 |
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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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