Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387617.6599 | 613312.2989 | -225694.639 | 719600.6745 | -1896411.2969 | 2616011.9714 |
Total P&L (%) | 387.6177 | 613.3123 | -225.6946 | 719.6007 | -1896.4113 | 2616.012 |
Avg Daily Profit (%) | 0.2121 | 0.3356 | -0.1235 | 0.1152 | 0 | 0.1808 |
Buy And Hold Return (%) | 761.6599 | 761.6599 | 761.6599 | 761.6599 | 761.6599 | 761.6599 |
Max Trade Drawdown | -305136 | -78867 | -348735 | -3326772 | -2767494 | -1686923 |
Profit Factor | 1.4677 | 4.428 | 0.6527 | 1.099 | 0.525 | 1.7987 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 18 | 17 | 37 | 21 | 16 |
Losing Trades | 29 | 14 | 15 | 27 | 11 | 16 |
Profitability (%) | 54.6875 | 56.25 | 53.125 | 57.8125 | 65.625 | 50 |
Ratio Avg Win / Avg Loss | 1.2161 | 3.444 | 0.5759 | 0.802 | 0.275 | 1.7987 |
Largest Winning Trade | 330081 | 330081 | 60329 | 3379756 | 322584 | 3379756 |
Largest Losing Trade | -305136 | -34761 | -305136 | -1365754 | -1365754 | -616076 |
Avg Bars in Trades | 109 | 97 | 121 | 109 | 97 | 121 |
Avg Bars in Winners | 110 | 75 | 146 | 101 | 84 | 124 |
Avg Bars in Losers | 108 | 124 | 93 | 119 | 120 | 119 |
Bars Traded | 7003 | 3107 | 3896 | 7003 | 3107 | 3896 |
Profit Streak | 20.4908 | 131.2408 | 0 | 20.4908 | 131.2408 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299282 | -147076 | -580405 | -459808 | -577433 | 307027 |
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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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