Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78247.3697 | 388179.029 | -309931.6593 | -158891.3804 | 2433576.0518 | -2592467.4322 |
Total P&L (%) | 78.2474 | 388.179 | -309.9317 | -158.8914 | 2433.5761 | -2592.4674 |
Avg Daily Profit (%) | 0.0417 | 0.207 | -0.1653 | 0 | 0.1725 | 0 |
Buy And Hold Return (%) | 222.6438 | 222.6438 | 222.6438 | 222.6438 | 222.6438 | 222.6438 |
Max Trade Drawdown | -462061 | -129101 | -362661 | -4545179 | -554767 | -5292258 |
Profit Factor | 1.0848 | 2.4954 | 0.5326 | 0.9762 | 3.5866 | 0.5486 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 18 | 18 | 32 | 18 | 14 |
Losing Trades | 32 | 16 | 16 | 36 | 16 | 20 |
Profitability (%) | 52.9412 | 52.9412 | 52.9412 | 47.0588 | 52.9412 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.9643 | 2.2181 | 0.4734 | 1.0983 | 3.188 | 0.7837 |
Largest Winning Trade | 355508 | 355508 | 43498 | 2522716 | 982700 | 2522716 |
Largest Losing Trade | -321042 | -32631 | -321042 | -2198299 | -267489 | -2198299 |
Avg Bars in Trades | 162 | 136 | 189 | 162 | 136 | 189 |
Avg Bars in Winners | 156 | 97 | 215 | 157 | 142 | 175 |
Avg Bars in Losers | 170 | 180 | 160 | 167 | 129 | 198 |
Bars Traded | 11081 | 4641 | 6440 | 11081 | 4641 | 6440 |
Profit Streak | 0 | 0 | 0 | 166.4845 | 166.4845 | 169.9845 |
Trades During Streak | 0 | 0 | 0 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -544981 | 151278 | -580413 | -692564 | 586049 | -582843 |
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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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