Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423331.6835 | 252486.7045 | 170844.979 | -3178825.8614 | -1250900.5864 | -1927925.275 |
Total P&L (%) | 423.3317 | 252.4867 | 170.845 | -3178.8259 | -1250.9006 | -1927.9253 |
Avg Daily Profit (%) | 0.4114 | 0.2454 | 0.166 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80802 | -85128 | -21623 | -3035910 | -1746890 | -1777113 |
Profit Factor | 1.9483 | 2.0359 | 1.843 | 0.2461 | 0.4297 | 0.0472 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 44 | 19 | 25 | 20 | 13 | 7 |
Losing Trades | 21 | 13 | 8 | 45 | 19 | 26 |
Profitability (%) | 67.6923 | 59.375 | 75.7576 | 30.7692 | 40.625 | 21.2121 |
Ratio Avg Win / Avg Loss | 0.9299 | 1.393 | 0.5898 | 0.5538 | 0.628 | 0.1754 |
Largest Winning Trade | 99863 | 99863 | 30387 | 332161 | 332161 | 30121 |
Largest Losing Trade | -150811 | -42553 | -150811 | -1083496 | -1083496 | -492557 |
Avg Bars in Trades | 60 | 66 | 55 | 60 | 66 | 55 |
Avg Bars in Winners | 46 | 48 | 45 | 86 | 92 | 76 |
Avg Bars in Losers | 89 | 92 | 84 | 48 | 48 | 49 |
Bars Traded | 3941 | 2123 | 1818 | 3941 | 2123 | 1818 |
Profit Streak | 20.9567 | 0 | 290.4567 | 0 | 58.9567 | 0 |
Trades During Streak | 1 | 0 | 9 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122803 | 430205 | 462287 | -724534 | -583895 | -627312 |
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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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