Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1742723.849 | 1898867.3683 | -156143.5193 | -101921.3714 | -7514.7702 | -94406.6011 |
Total P&L (%) | 1742.7238 | 1898.8674 | -156.1435 | -101.9214 | -7.5148 | -94.4066 |
Avg Daily Profit (%) | 0.7829 | 0.853 | -0.0701 | 0 | -0.0035 | -0.1295 |
Buy And Hold Return (%) | 196.2936 | 196.2936 | 196.2936 | 196.2936 | 196.2936 | 196.2936 |
Max Trade Drawdown | -193097 | -118739 | -151131 | -11907 | -11910 | -1198 |
Profit Factor | 3.6305 | 7.379 | 0.572 | 0.1583 | 0.5393 | 0.0989 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 19 | 14 | 35 | 15 | 20 |
Losing Trades | 36 | 15 | 21 | 34 | 19 | 15 |
Profitability (%) | 47.8261 | 55.8824 | 40 | 50.7246 | 44.1176 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.9605 | 5.8255 | 0.858 | 0.1537 | 0.6831 | 0.0742 |
Largest Winning Trade | 1960043 | 1960043 | 47557 | 4973 | 2130 | 4973 |
Largest Losing Trade | -101235 | -47456 | -101235 | -101235 | -11869 | -101235 |
Avg Bars in Trades | 58 | 61 | 56 | 58 | 61 | 56 |
Avg Bars in Winners | 80 | 77 | 84 | 37 | 40 | 34 |
Avg Bars in Losers | 38 | 40 | 37 | 81 | 77 | 85 |
Bars Traded | 4057 | 2082 | 1976 | 4057 | 2082 | 1976 |
Profit Streak | 0 | 108.3028 | 0 | 8.8028 | 0 | 93.8028 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87312 | 858223 | -584676 | -685736 | -582805 | -578624 |
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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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