Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268920.3969 | 299993.1144 | -31072.7175 | -2511735.432 | -55603.5248 | -2456131.9072 |
Total P&L (%) | 268.9204 | 299.9931 | -31.0727 | -2511.7354 | -55.6035 | -2456.1319 |
Avg Daily Profit (%) | 0.1442 | 0.1609 | -0.0167 | 0 | -0.0435 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -314658 | -96155 | -268759 | -4380160 | -2244036 | -3554581 |
Profit Factor | 1.3153 | 1.8777 | 0.9392 | 0.7333 | 0.9849 | 0.5719 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 61 | 31 | 30 | 55 | 27 | 28 |
Losing Trades | 30 | 14 | 16 | 36 | 18 | 18 |
Profitability (%) | 67.033 | 68.8889 | 65.2174 | 60.4396 | 60 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.6469 | 0.848 | 0.5009 | 0.48 | 0.6566 | 0.3677 |
Largest Winning Trade | 52712 | 52712 | 37186 | 1239338 | 1239338 | 1018041 |
Largest Losing Trade | -254869 | -64804 | -254869 | -3333888 | -837953 | -3333888 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 39 | 42 | 37 | 54 | 57 | 51 |
Avg Bars in Losers | 99 | 108 | 90 | 67 | 71 | 62 |
Bars Traded | 5400 | 2836 | 2564 | 5400 | 2836 | 2564 |
Profit Streak | 64.0831 | 96.0831 | 64.0831 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 76751 | 415664 | -577758 | -579181 | -579415 | -579295 |
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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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