Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690171.2196 | 767899.7701 | -77728.5505 | -283556.0296 | 1577937.0222 | -1861493.0518 |
Total P&L (%) | 690.1712 | 767.8998 | -77.7286 | -283.556 | 1577.937 | -1861.4931 |
Avg Daily Profit (%) | 0.367 | 0.4083 | -0.0413 | 0 | 0.1501 | 0 |
Buy And Hold Return (%) | 204.1111 | 204.1111 | 204.1111 | 204.1111 | 204.1111 | 204.1111 |
Max Trade Drawdown | -186650 | -103472 | -136649 | -2011889 | -109832 | -2183063 |
Profit Factor | 2.2839 | 4.6553 | 0.7626 | 0.8993 | 6.7224 | 0.267 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 10 | 12 | 37 | 22 | 15 |
Losing Trades | 35 | 19 | 16 | 20 | 7 | 13 |
Profitability (%) | 38.5965 | 34.4828 | 42.8571 | 64.9123 | 75.8621 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.6335 | 8.845 | 1.0169 | 0.4861 | 2.139 | 0.2314 |
Largest Winning Trade | 744190 | 744190 | 59667 | 551614 | 551614 | 277234 |
Largest Losing Trade | -134721 | -20933 | -134721 | -1843530 | -92747 | -1843530 |
Avg Bars in Trades | 391 | 315 | 469 | 391 | 315 | 469 |
Avg Bars in Winners | 592 | 501 | 669 | 299 | 270 | 342 |
Avg Bars in Losers | 264 | 218 | 320 | 561 | 457 | 617 |
Bars Traded | 22312 | 9156 | 13156 | 22312 | 9156 | 13156 |
Profit Streak | 0 | 0 | 0 | 38.846 | 38.846 | 160.846 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173171 | 318143 | -602944 | -757356 | 719390 | -600017 |
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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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