Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173824.8261 | 135441.2642 | 38383.5619 | -650425.1727 | 1320998.6846 | -1971423.8572 |
Total P&L (%) | 173.8248 | 135.4413 | 38.3836 | -650.4252 | 1320.9987 | -1971.4239 |
Avg Daily Profit (%) | 0.0956 | 0.0745 | 0.0211 | 0 | 0.1461 | 0 |
Buy And Hold Return (%) | 272.8975 | 272.8975 | 272.8975 | 272.8975 | 272.8975 | 272.8975 |
Max Trade Drawdown | -196508 | -38979 | -189821 | -3255206 | -181539 | -3473177 |
Profit Factor | 1.5604 | 2.4902 | 1.1751 | 0.8512 | 4.0928 | 0.5 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 45 | 21 | 24 | 48 | 22 | 26 |
Losing Trades | 14 | 9 | 5 | 11 | 8 | 3 |
Profitability (%) | 76.2712 | 70 | 82.7586 | 81.3559 | 73.3333 | 89.6552 |
Ratio Avg Win / Avg Loss | 0.4855 | 1.0672 | 0.2448 | 0.1951 | 1.4883 | 0.0577 |
Largest Winning Trade | 29768 | 22921 | 29768 | 325734 | 325734 | 247894 |
Largest Losing Trade | -143484 | -38979 | -143484 | -3255206 | -142214 | -3255206 |
Avg Bars in Trades | 110 | 114 | 107 | 110 | 114 | 107 |
Avg Bars in Winners | 55 | 49 | 60 | 71 | 66 | 75 |
Avg Bars in Losers | 289 | 266 | 332 | 284 | 247 | 384 |
Bars Traded | 6546 | 3435 | 3111 | 6546 | 3435 | 3111 |
Profit Streak | 0 | 0 | 0 | 64.0766 | 64.0766 | 241.3266 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -407202 | -253083 | -355973 | -755284 | 376114 | -575033 |
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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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