Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820229.7776 | 872512.6269 | -52282.8493 | -330635.3786 | -222764.0585 | -107871.3201 |
Total P&L (%) | 820.2298 | 872.5126 | -52.2828 | -330.6354 | -222.7641 | -107.8713 |
Avg Daily Profit (%) | 0.3691 | 0.3926 | -0.0235 | 0 | 0 | 0 |
Buy And Hold Return (%) | 294.0922 | 294.0922 | 294.0922 | 294.0922 | 294.0922 | 294.0922 |
Max Trade Drawdown | -156578 | -112273 | -168749 | -2729244 | -1890319 | -1103543 |
Profit Factor | 2.1657 | 3.4667 | 0.8506 | 0.9363 | 0.9325 | 0.9428 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 15 | 17 | 32 | 17 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 14 | 17 |
Profitability (%) | 50.7937 | 48.3871 | 53.125 | 50.7937 | 54.8387 | 46.875 |
Ratio Avg Win / Avg Loss | 2.098 | 3.6978 | 0.7505 | 0.907 | 0.768 | 1.0685 |
Largest Winning Trade | 609233 | 609233 | 50480 | 1209345 | 1209345 | 1018691 |
Largest Losing Trade | -128647 | -47672 | -128647 | -1277655 | -1277655 | -245022 |
Avg Bars in Trades | 100 | 127 | 73 | 100 | 127 | 73 |
Avg Bars in Winners | 112 | 145 | 83 | 90 | 117 | 59 |
Avg Bars in Losers | 87 | 111 | 62 | 110 | 140 | 86 |
Bars Traded | 6321 | 3962 | 2359 | 6321 | 3962 | 2359 |
Profit Streak | 0 | 0 | 0 | 200.2665 | 328.9331 | 200.2665 |
Trades During Streak | 0 | 0 | 0 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140592 | 450250 | -580405 | -730236 | -578805 | -578997 |
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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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