Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456116.2007 | 890165.7975 | -434049.5968 | 1580827.6934 | 3458096.7524 | -1877269.059 |
Total P&L (%) | 456.1162 | 890.1658 | -434.0496 | 1580.8277 | 3458.0968 | -1877.2691 |
Avg Daily Profit (%) | 0.2495 | 0.4869 | -0.2374 | 0.1545 | 0.1956 | 0 |
Buy And Hold Return (%) | 741.6544 | 741.6544 | 741.6544 | 741.6544 | 741.6544 | 741.6544 |
Max Trade Drawdown | -626207 | -138415 | -547922 | -8576428 | -3297286 | -5440833 |
Profit Factor | 1.4975 | 4.5474 | 0.3482 | 1.1285 | 1.7506 | 0.7559 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 21 | 16 | 33 | 19 | 14 |
Losing Trades | 24 | 10 | 14 | 28 | 12 | 16 |
Profitability (%) | 60.6557 | 67.7419 | 53.3333 | 54.0984 | 61.2903 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.9714 | 2.1654 | 0.3046 | 0.9576 | 1.1056 | 0.8639 |
Largest Winning Trade | 925315 | 925315 | 26949 | 4823136 | 4823136 | 2798514 |
Largest Losing Trade | -331686 | -74605 | -331686 | -4383710 | -1129560 | -4383710 |
Avg Bars in Trades | 87 | 91 | 83 | 87 | 91 | 83 |
Avg Bars in Winners | 58 | 54 | 63 | 84 | 82 | 87 |
Avg Bars in Losers | 133 | 169 | 107 | 91 | 105 | 81 |
Bars Traded | 5355 | 2839 | 2516 | 5355 | 2839 | 2516 |
Profit Streak | 20.8983 | 182.8983 | 0 | 20.8983 | 182.8983 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322175 | -81882 | -580393 | -244075 | 409753 | -582121 |
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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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