Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304343.922 | 219825.2165 | 84518.7055 | -5001222.3693 | -1948262.4189 | -3052959.9503 |
Total P&L (%) | 304.3439 | 219.8252 | 84.5187 | -5001.2224 | -1948.2624 | -3052.96 |
Avg Daily Profit (%) | 0.2973 | 0.2148 | 0.0826 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72620 | -94783 | -30141 | -4790764 | -3109957 | -2835216 |
Profit Factor | 1.5259 | 1.798 | 1.2787 | 0.3801 | 0.5573 | 0.1673 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 76 | 32 | 44 | 44 | 28 | 16 |
Losing Trades | 45 | 28 | 17 | 77 | 32 | 45 |
Profitability (%) | 62.8099 | 53.3333 | 72.1311 | 36.3636 | 46.6667 | 26.2295 |
Ratio Avg Win / Avg Loss | 0.9035 | 1.5732 | 0.4941 | 0.6651 | 0.6369 | 0.4706 |
Largest Winning Trade | 81268 | 81268 | 24777 | 563282 | 563282 | 356437 |
Largest Losing Trade | -219754 | -51079 | -219754 | -1736445 | -1736445 | -486383 |
Avg Bars in Trades | 97 | 106 | 88 | 97 | 106 | 88 |
Avg Bars in Winners | 82 | 82 | 83 | 115 | 134 | 81 |
Avg Bars in Losers | 122 | 134 | 102 | 87 | 82 | 90 |
Bars Traded | 11813 | 6418 | 5395 | 11813 | 6418 | 5395 |
Profit Streak | 15.1039 | 0 | 37.7705 | 0 | 56.1039 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389441 | -157590 | -242245 | -585759 | -749853 | -767131 |
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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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