Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320034.8496 | 212551.9186 | 107482.931 | -4466428.7109 | 5563373.7762 | -10029802.4872 |
Total P&L (%) | 320.0349 | 212.5519 | 107.4829 | -4466.4287 | 5563.3738 | -10029.8025 |
Avg Daily Profit (%) | 0.176 | 0.1169 | 0.0591 | 0 | 0.2223 | 0 |
Buy And Hold Return (%) | 147.732 | 147.732 | 147.732 | 147.732 | 147.732 | 147.732 |
Max Trade Drawdown | -191220 | -35336 | -181275 | -14788081 | -446269 | -14788081 |
Profit Factor | 2.0862 | 3.79 | 1.492 | 0.7453 | 7.2009 | 0.3973 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 58 | 28 | 30 | 60 | 29 | 31 |
Losing Trades | 8 | 5 | 3 | 6 | 4 | 2 |
Profitability (%) | 87.8788 | 84.8485 | 90.9091 | 90.9091 | 87.8788 | 93.9394 |
Ratio Avg Win / Avg Loss | 0.2877 | 0.6768 | 0.1492 | 0.0745 | 0.9932 | 0.0256 |
Largest Winning Trade | 29289 | 29289 | 27259 | 1468470 | 1468470 | 866179 |
Largest Losing Trade | -164721 | -31468 | -164721 | -14788081 | -347557 | -14788081 |
Avg Bars in Trades | 49 | 51 | 46 | 49 | 51 | 46 |
Avg Bars in Winners | 27 | 32 | 23 | 34 | 36 | 31 |
Avg Bars in Losers | 203 | 160 | 277 | 199 | 158 | 281 |
Bars Traded | 3236 | 1701 | 1535 | 3236 | 1701 | 1535 |
Profit Streak | 0 | 0 | 0 | 233.5253 | 453.5253 | 233.5253 |
Trades During Streak | 0 | 0 | 0 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121020 | -57726 | -275239 | -703355 | 718727 | -574968 |
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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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