Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3307.5371 | 199640.4913 | -196332.9542 | -2704017.4627 | -1611719.7933 | -1092297.6694 |
Total P&L (%) | 3.3075 | 199.6405 | -196.333 | -2704.0175 | -1611.7198 | -1092.2977 |
Avg Daily Profit (%) | 0.0027 | 0.1603 | -0.1576 | 0 | 0 | 0 |
Buy And Hold Return (%) | 85.4444 | 85.4444 | 85.4444 | 85.4444 | 85.4444 | 85.4444 |
Max Trade Drawdown | -64006 | -36474 | -46944 | -3340061 | -2107739 | -1915578 |
Profit Factor | 1.0052 | 2.7602 | 0.6212 | 0.6738 | 0.5344 | 0.7738 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 18 | 21 | 25 | 14 | 11 |
Losing Trades | 26 | 14 | 12 | 40 | 18 | 22 |
Profitability (%) | 60 | 56.25 | 63.6364 | 38.4615 | 43.75 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.6702 | 2.1468 | 0.355 | 1.0781 | 0.6871 | 1.5476 |
Largest Winning Trade | 57717 | 57717 | 36085 | 1420341 | 828778 | 1420341 |
Largest Losing Trade | -344504 | -28052 | -344504 | -734740 | -722330 | -734740 |
Avg Bars in Trades | 54 | 48 | 60 | 54 | 48 | 60 |
Avg Bars in Winners | 53 | 45 | 60 | 54 | 53 | 56 |
Avg Bars in Losers | 57 | 53 | 60 | 54 | 45 | 62 |
Bars Traded | 3565 | 1567 | 1998 | 3565 | 1567 | 1998 |
Profit Streak | 0 | 0 | 0 | 34.7061 | 46.0394 | 34.7061 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706181 | 312517 | -579035 | -718883 | -582683 | -583964 |
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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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