Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543225.8138 | 577692.4942 | -34466.6803 | -189743.4582 | -615545.7499 | 425802.2917 |
Total P&L (%) | 543.2258 | 577.6925 | -34.4667 | -189.7435 | -615.5458 | 425.8023 |
Avg Daily Profit (%) | 0.3008 | 0.3199 | -0.0191 | 0 | 0 | 0.0919 |
Buy And Hold Return (%) | 217.9266 | 217.9266 | 217.9266 | 217.9266 | 217.9266 | 217.9266 |
Max Trade Drawdown | -205843 | -102944 | -214463 | -7186649 | -4953301 | -2764633 |
Profit Factor | 1.7831 | 2.927 | 0.9125 | 0.9808 | 0.8996 | 1.1139 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 50 | 52.6316 | 47.3684 | 50 | 52.6316 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.7831 | 2.6343 | 1.0139 | 0.9808 | 0.8096 | 1.2377 |
Largest Winning Trade | 361115 | 361115 | 41600 | 2773026 | 2773026 | 1631676 |
Largest Losing Trade | -111610 | -49620 | -111610 | -3513528 | -3513528 | -1039430 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 46 | 48 | 43 | 46 | 48 | 43 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 3419 | 1752 | 1667 | 3419 | 1752 | 1667 |
Profit Streak | 66.1277 | 176.1277 | 66.1277 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44129 | 465838 | -579562 | -634555 | -580423 | -173671 |
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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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