Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782853.565 | 835736.6557 | -52883.0907 | -524631.7543 | 122031.5727 | -646663.3269 |
Total P&L (%) | 782.8536 | 835.7367 | -52.8831 | -524.6318 | 122.0316 | -646.6633 |
Avg Daily Profit (%) | 0.4171 | 0.4453 | -0.0282 | 0 | 0.0425 | 0 |
Buy And Hold Return (%) | 254.6423 | 254.6423 | 254.6423 | 254.6423 | 254.6423 | 254.6423 |
Max Trade Drawdown | -200698 | -65159 | -223058 | -974012 | -255013 | -817614 |
Profit Factor | 2.3146 | 4.717 | 0.8573 | 0.6793 | 1.2171 | 0.3979 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 11 | 14 | 34 | 20 | 14 |
Losing Trades | 40 | 22 | 18 | 31 | 13 | 18 |
Profitability (%) | 38.4615 | 33.3333 | 43.75 | 52.3077 | 60.6061 | 43.75 |
Ratio Avg Win / Avg Loss | 3.7034 | 9.4341 | 1.1023 | 0.6194 | 0.7911 | 0.5116 |
Largest Winning Trade | 765379 | 765379 | 58994 | 164162 | 164162 | 113229 |
Largest Losing Trade | -143684 | -23459 | -143684 | -375990 | -124426 | -375990 |
Avg Bars in Trades | 82 | 63 | 100 | 82 | 63 | 100 |
Avg Bars in Winners | 159 | 136 | 177 | 57 | 54 | 61 |
Avg Bars in Losers | 33 | 27 | 41 | 108 | 77 | 131 |
Bars Traded | 5331 | 2106 | 3225 | 5331 | 2106 | 3225 |
Profit Streak | 0 | 0 | 0 | 78.144 | 121.8106 | 78.144 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129509 | 300766 | -581574 | -715014 | -301298 | -582277 |
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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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