Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32891.9434 | 256783.8072 | -223891.8638 | 5976047.6492 | -609943.1075 | 6585990.7567 |
Total P&L (%) | 32.8919 | 256.7838 | -223.8919 | 5976.0476 | -609.9431 | 6585.9908 |
Avg Daily Profit (%) | 0.0131 | 0.1023 | -0.0892 | 0.1637 | 0 | 0.1675 |
Buy And Hold Return (%) | 332.3429 | 332.3429 | 332.3429 | 332.3429 | 332.3429 | 332.3429 |
Max Trade Drawdown | -287526 | -52503 | -301148 | -2913154 | -2777351 | -1667029 |
Profit Factor | 1.0451 | 2.2047 | 0.5664 | 2.0662 | 0.8385 | 4.6015 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 46 | 21 | 25 | 24 | 13 | 11 |
Losing Trades | 21 | 12 | 9 | 43 | 20 | 23 |
Profitability (%) | 68.6567 | 63.6364 | 73.5294 | 35.8209 | 39.3939 | 32.3529 |
Ratio Avg Win / Avg Loss | 0.4771 | 1.2599 | 0.2039 | 3.702 | 1.29 | 9.6214 |
Largest Winning Trade | 77688 | 77688 | 33213 | 6911931 | 2051971 | 6911931 |
Largest Losing Trade | -253142 | -34384 | -253142 | -1437776 | -1437776 | -308088 |
Avg Bars in Trades | 70 | 92 | 48 | 70 | 92 | 48 |
Avg Bars in Winners | 43 | 56 | 31 | 91 | 108 | 71 |
Avg Bars in Losers | 129 | 155 | 95 | 58 | 82 | 37 |
Bars Traded | 4715 | 3058 | 1657 | 4715 | 3058 | 1657 |
Profit Streak | 147.0959 | 147.0959 | 271.0959 | 147.0959 | 147.0959 | 348.5959 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630944 | -216831 | -576775 | -113784 | -582687 | 350141 |
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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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