Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039023.4481 | 1290818.308 | -251794.8598 | -100096.5292 | 115813.5532 | -215910.0824 |
Total P&L (%) | 1039.0234 | 1290.8183 | -251.7949 | -100.0965 | 115.8136 | -215.9101 |
Avg Daily Profit (%) | 0.4474 | 0.5558 | -0.1084 | 0 | 0.0331 | 0 |
Buy And Hold Return (%) | 88.024 | 88.024 | 88.024 | 88.024 | 88.024 | 88.024 |
Max Trade Drawdown | -327199 | -192174 | -270913 | -373327 | -152264 | -258436 |
Profit Factor | 2.137 | 4.0477 | 0.4864 | 0.8518 | 1.3839 | 0.4221 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 12 | 15 | 32 | 17 | 15 |
Losing Trades | 30 | 17 | 13 | 25 | 12 | 13 |
Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 56.1404 | 58.6207 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.3745 | 5.7342 | 0.4216 | 0.6654 | 0.9769 | 0.3658 |
Largest Winning Trade | 1328166 | 1328166 | 57411 | 260291 | 260291 | 90005 |
Largest Losing Trade | -106567 | -75550 | -106567 | -194250 | -84640 | -194250 |
Avg Bars in Trades | 75 | 79 | 70 | 75 | 79 | 70 |
Avg Bars in Winners | 93 | 118 | 74 | 85 | 104 | 63 |
Avg Bars in Losers | 58 | 52 | 66 | 61 | 43 | 78 |
Bars Traded | 4289 | 2308 | 1981 | 4289 | 2308 | 1981 |
Profit Streak | 0 | 0 | 63.0712 | 6.5712 | 177.5712 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166306 | 531636 | -600811 | -758792 | -214847 | -601370 |
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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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