Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366919.7246 | 412664.4232 | -45744.6985 | -75083.7861 | 2489038.1656 | -2564121.9517 |
Total P&L (%) | 366.9197 | 412.6644 | -45.7447 | -75.0838 | 2489.0382 | -2564.122 |
Avg Daily Profit (%) | 0.156 | 0.1755 | -0.0195 | -0.0591 | 0.1385 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206273 | -185275 | -100032 | -3561120 | -1514522 | -2836649 |
Profit Factor | 1.7518 | 2.1906 | 0.6766 | 0.9859 | 2.0774 | 0.1511 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 58.7302 | 61.2903 | 56.25 | 58.7302 | 61.2903 | 56.25 |
Ratio Avg Win / Avg Loss | 1.231 | 1.3835 | 0.5262 | 0.6928 | 1.312 | 0.1176 |
Largest Winning Trade | 183531 | 183531 | 22134 | 2320632 | 2320632 | 182429 |
Largest Losing Trade | -87787 | -87787 | -75133 | -2693573 | -1384741 | -2693573 |
Avg Bars in Trades | 130 | 252 | 11 | 130 | 252 | 11 |
Avg Bars in Winners | 50 | 89 | 8 | 50 | 89 | 8 |
Avg Bars in Losers | 244 | 511 | 15 | 244 | 511 | 15 |
Bars Traded | 8214 | 7837 | 377 | 8214 | 7837 | 377 |
Profit Streak | 64.6262 | 0 | 557.8762 | 64.6262 | 0 | 557.8762 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139853 | 428115 | -578763 | -730087 | -3500 | -578763 |
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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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