Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234098.9769 | 1256957.1831 | -22858.2061 | 334961.2343 | 1839286.1085 | -1504324.8742 |
Total P&L (%) | 1234.099 | 1256.9572 | -22.8582 | 334.9612 | 1839.2861 | -1504.3249 |
Avg Daily Profit (%) | 0.6802 | 0.6928 | -0.0126 | 0.0811 | 0.1636 | 0 |
Buy And Hold Return (%) | 546.9572 | 546.9572 | 546.9572 | 546.9572 | 546.9572 | 546.9572 |
Max Trade Drawdown | -173321 | -115057 | -104878 | -2206367 | -868428 | -1794503 |
Profit Factor | 3.0619 | 5.5012 | 0.9284 | 1.0776 | 2.0437 | 0.4111 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 40.9836 | 32.2581 | 50 | 40.9836 | 32.2581 | 50 |
Ratio Avg Win / Avg Loss | 4.4092 | 11.5525 | 0.9284 | 1.5517 | 4.2919 | 0.4111 |
Largest Winning Trade | 647378 | 647378 | 68972 | 1994325 | 1994325 | 210816 |
Largest Losing Trade | -62585 | -39444 | -62585 | -1119916 | -409839 | -1119916 |
Avg Bars in Trades | 85 | 98 | 73 | 85 | 98 | 73 |
Avg Bars in Winners | 104 | 129 | 88 | 104 | 129 | 88 |
Avg Bars in Losers | 72 | 83 | 57 | 72 | 83 | 57 |
Bars Traded | 5229 | 3038 | 2191 | 5229 | 3038 | 2191 |
Profit Streak | 57.624 | 93.624 | 57.624 | 57.624 | 93.624 | 57.624 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155574 | 343084 | -580264 | -552949 | 102303 | -580264 |
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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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