Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1539229.4121 | 1718319.9842 | -179090.5721 | -183209.706 | -249369.7459 | 66160.0399 |
Total P&L (%) | 1539.2294 | 1718.32 | -179.0906 | -183.2097 | -249.3697 | 66.16 |
Avg Daily Profit (%) | 0.6824 | 0.7618 | -0.0794 | 0 | 0 | 0.0225 |
Buy And Hold Return (%) | 421.2054 | 421.2054 | 421.2054 | 421.2054 | 421.2054 | 421.2054 |
Max Trade Drawdown | -264526 | -161074 | -289423 | -2938619 | -1936091 | -1185622 |
Profit Factor | 2.5822 | 5.5367 | 0.6986 | 0.9561 | 0.8892 | 1.0344 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 17 | 16 | 43 | 23 | 20 |
Losing Trades | 40 | 19 | 21 | 30 | 13 | 17 |
Profitability (%) | 45.2055 | 47.2222 | 43.2432 | 58.9041 | 63.8889 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.1299 | 6.1881 | 0.9169 | 0.6671 | 0.5026 | 0.8792 |
Largest Winning Trade | 1601718 | 1601718 | 58577 | 899387 | 580520 | 899387 |
Largest Losing Trade | -151350 | -35797 | -151350 | -704732 | -704732 | -540030 |
Avg Bars in Trades | 58 | 64 | 51 | 58 | 64 | 51 |
Avg Bars in Winners | 88 | 97 | 79 | 41 | 44 | 38 |
Avg Bars in Losers | 32 | 35 | 30 | 81 | 100 | 67 |
Bars Traded | 4239 | 2326 | 1913 | 4239 | 2326 | 1913 |
Profit Streak | 0 | 173.2905 | 0 | 56.2905 | 0 | 86.7905 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63586 | 675474 | -583400 | -655062 | -578979 | -511864 |
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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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