Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204703.1339 | 235668.4622 | -30965.3283 | -7317034.3146 | 7446944.2185 | -14763978.5331 |
Total P&L (%) | 204.7031 | 235.6685 | -30.9653 | -7317.0343 | 7446.9442 | -14763.9785 |
Avg Daily Profit (%) | 0.1122 | 0.1292 | -0.017 | 0 | 0.2374 | 0 |
Buy And Hold Return (%) | 177.3798 | 177.3798 | 177.3798 | 177.3798 | 177.3798 | 177.3798 |
Max Trade Drawdown | -312217 | -37085 | -294980 | -19032566 | -834743 | -19631954 |
Profit Factor | 1.4152 | 3.676 | 0.9235 | 0.6659 | 7.4443 | 0.2884 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 41 | 20 | 21 | 42 | 22 | 20 |
Losing Trades | 16 | 9 | 7 | 15 | 7 | 8 |
Profitability (%) | 71.9298 | 68.9655 | 75 | 73.6842 | 75.8621 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5523 | 1.6542 | 0.3078 | 0.2378 | 2.3686 | 0.1154 |
Largest Winning Trade | 63236 | 48550 | 63236 | 2624078 | 2624078 | 2310934 |
Largest Losing Trade | -286961 | -19384 | -286961 | -15770746 | -607327 | -15770746 |
Avg Bars in Trades | 82 | 55 | 110 | 82 | 55 | 110 |
Avg Bars in Winners | 84 | 65 | 102 | 82 | 68 | 96 |
Avg Bars in Losers | 76 | 32 | 133 | 83 | 13 | 144 |
Bars Traded | 4695 | 1605 | 3090 | 4695 | 1605 | 3090 |
Profit Streak | 0 | 0 | 0 | 223.2885 | 301.6219 | 223.2885 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -338532 | -74818 | -598592 | -755850 | 775077 | -598464 |
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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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