Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394257.6857 | 401424.844 | -7167.1583 | -3545155.9828 | 4183612.824 | -7728768.8068 |
Total P&L (%) | 394.2577 | 401.4248 | -7.1672 | -3545.156 | 4183.6128 | -7728.7688 |
Avg Daily Profit (%) | 0.1574 | 0.1603 | -0.0029 | 0 | 0.1501 | 0 |
Buy And Hold Return (%) | 724.4672 | 724.4672 | 724.4672 | 724.4672 | 724.4672 | 724.4672 |
Max Trade Drawdown | -158399 | -50964 | -158399 | -8999941 | -466969 | -8798733 |
Profit Factor | 2.0495 | 5.2928 | 0.9746 | 0.6901 | 4.3403 | 0.2413 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 17 | 18 | 34 | 16 | 18 |
Losing Trades | 23 | 12 | 11 | 24 | 13 | 11 |
Profitability (%) | 60.3448 | 58.6207 | 62.069 | 58.6207 | 55.1724 | 62.069 |
Ratio Avg Win / Avg Loss | 1.3468 | 3.7361 | 0.5956 | 0.4871 | 3.5265 | 0.1475 |
Largest Winning Trade | 78299 | 78299 | 47191 | 2001893 | 2001893 | 485356 |
Largest Losing Trade | -158399 | -24233 | -158399 | -8798733 | -216776 | -8798733 |
Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Winners | 78 | 94 | 64 | 75 | 88 | 64 |
Avg Bars in Losers | 78 | 58 | 99 | 82 | 68 | 99 |
Bars Traded | 4557 | 2302 | 2255 | 4557 | 2302 | 2255 |
Profit Streak | 189.711 | 515.211 | 0 | 0 | 0 | 0 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -333306 | -148088 | -579268 | -759160 | 529966 | -579268 |
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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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