Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367397.4879 | 505771.172 | -138373.684 | -189259.8407 | 1762736.1329 | -1951995.9736 |
Total P&L (%) | 367.3975 | 505.7712 | -138.3737 | -189.2598 | 1762.7361 | -1951.996 |
Avg Daily Profit (%) | 0.2058 | 0.2833 | -0.0775 | 0 | 0.1639 | 0 |
Buy And Hold Return (%) | 67.9213 | 67.9213 | 67.9213 | 67.9213 | 67.9213 | 67.9213 |
Max Trade Drawdown | -136663 | -96029 | -166367 | -3174475 | -1133256 | -2119914 |
Profit Factor | 1.8509 | 4.5024 | 0.5185 | 0.9526 | 2.369 | 0.2781 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 54 | 30 | 24 | 24 | 12 | 12 |
Losing Trades | 10 | 2 | 8 | 40 | 20 | 20 |
Profitability (%) | 84.375 | 93.75 | 75 | 37.5 | 37.5 | 37.5 |
Ratio Avg Win / Avg Loss | 0.3428 | 0.3002 | 0.1728 | 1.5876 | 3.9484 | 0.4635 |
Largest Winning Trade | 141570 | 141570 | 19267 | 1564147 | 1564147 | 175944 |
Largest Losing Trade | -136663 | -96029 | -136663 | -2112350 | -324652 | -2112350 |
Avg Bars in Trades | 43 | 76 | 9 | 43 | 76 | 9 |
Avg Bars in Winners | 12 | 17 | 5 | 96 | 179 | 13 |
Avg Bars in Losers | 211 | 967 | 22 | 11 | 15 | 7 |
Bars Traded | 2770 | 2462 | 308 | 2770 | 2462 | 308 |
Profit Streak | 0 | 320.0713 | 0 | 308.5713 | 0 | 309.5713 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131841 | 717858 | -577291 | -726051 | 264542 | -584806 |
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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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