Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1849470.4891 | 2128808.2087 | -279337.7196 | -100019.4633 | 9375.015 | -109394.4782 |
Total P&L (%) | 1849.4705 | 2128.8082 | -279.3377 | -100.0195 | 9.375 | -109.3945 |
Avg Daily Profit (%) | 0.8314 | 0.957 | -0.1256 | 0 | 0.004 | 0 |
Buy And Hold Return (%) | 407.8707 | 407.8707 | 407.8707 | 407.8707 | 407.8707 | 407.8707 |
Max Trade Drawdown | -425637 | -200011 | -286821 | -17035 | -4815 | -12223 |
Profit Factor | 3.3868 | 8.1429 | 0.4142 | 0.1421 | 2.5523 | 0.0104 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 24 | 11 | 13 | 29 | 17 | 12 |
Losing Trades | 42 | 22 | 20 | 37 | 16 | 21 |
Profitability (%) | 36.3636 | 33.3333 | 39.3939 | 43.9394 | 51.5152 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.927 | 16.2858 | 0.6372 | 0.1813 | 2.4022 | 0.0182 |
Largest Winning Trade | 2326246 | 2326246 | 49957 | 14986 | 14986 | 1071 |
Largest Losing Trade | -102885 | -51756 | -102885 | -97705 | -1256 | -97705 |
Avg Bars in Trades | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Winners | 83 | 94 | 73 | 62 | 65 | 57 |
Avg Bars in Losers | 51 | 41 | 62 | 63 | 52 | 72 |
Bars Traded | 4166 | 1961 | 2205 | 4166 | 1961 | 2205 |
Profit Streak | 48.5366 | 50.0366 | 48.5366 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114740 | 544601 | -584365 | -711912 | -347896 | -585828 |
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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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