Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180876.5217 | 473920.6898 | -293044.1682 | -4607227.0203 | -853640.7741 | -3753586.2462 |
Total P&L (%) | 180.8765 | 473.9207 | -293.0442 | -4607.227 | -853.6408 | -3753.5862 |
Avg Daily Profit (%) | 0.0977 | 0.256 | -0.1583 | 0 | 0 | 0 |
Buy And Hold Return (%) | 17.668 | 17.668 | 17.668 | 17.668 | 17.668 | 17.668 |
Max Trade Drawdown | -478660 | -126622 | -65095 | -6344578 | -4092827 | -3488672 |
Profit Factor | 1.2168 | 2.8767 | 0.4961 | 0.7162 | 0.9009 | 0.5074 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 14 | 19 | 26 | 17 | 9 |
Losing Trades | 26 | 16 | 10 | 33 | 13 | 20 |
Profitability (%) | 55.9322 | 46.6667 | 65.5172 | 44.0678 | 56.6667 | 31.0345 |
Ratio Avg Win / Avg Loss | 0.9587 | 3.2877 | 0.2611 | 0.9091 | 0.6889 | 1.1276 |
Largest Winning Trade | 287848 | 287848 | 44818 | 1836582 | 1368104 | 1836582 |
Largest Losing Trade | -467005 | -60043 | -467005 | -3183176 | -3183176 | -1811272 |
Avg Bars in Trades | 361 | 357 | 365 | 361 | 357 | 365 |
Avg Bars in Winners | 373 | 292 | 433 | 352 | 432 | 201 |
Avg Bars in Losers | 345 | 413 | 235 | 368 | 258 | 439 |
Bars Traded | 21314 | 10715 | 10599 | 21314 | 10715 | 10599 |
Profit Streak | 0 | 0 | 60.3037 | 37.3037 | 46.7203 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -243349 | 440934 | -578261 | -762040 | -579402 | -586541 |
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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) |
---|