Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038632.5678 | 1041069.7197 | -2437.1519 | -38499.087 | 511760.8311 | -550259.9181 |
Total P&L (%) | 1038.6326 | 1041.0697 | -2.4372 | -38.4991 | 511.7608 | -550.2599 |
Avg Daily Profit (%) | 0.5595 | 0.5608 | -0.0013 | -0.0262 | 0.0976 | 0 |
Buy And Hold Return (%) | 50.2192 | 50.2192 | 50.2192 | 50.2192 | 50.2192 | 50.2192 |
Max Trade Drawdown | -204993 | -152514 | -131912 | -1584704 | -931840 | -727247 |
Profit Factor | 2.7711 | 4.0657 | 0.9901 | 0.9817 | 1.4391 | 0.4144 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 51.9481 | 48.7179 | 55.2632 | 51.9481 | 48.7179 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.5632 | 4.2797 | 0.8015 | 0.9081 | 1.5148 | 0.3355 |
Largest Winning Trade | 1069443 | 1069443 | 43646 | 1069443 | 1069443 | 106915 |
Largest Losing Trade | -83043 | -43874 | -83043 | -668487 | -524417 | -668487 |
Avg Bars in Trades | 91 | 99 | 83 | 91 | 99 | 83 |
Avg Bars in Winners | 94 | 85 | 103 | 94 | 85 | 103 |
Avg Bars in Losers | 88 | 113 | 58 | 88 | 113 | 58 |
Bars Traded | 7059 | 3888 | 3171 | 7059 | 3888 | 3171 |
Profit Streak | 2.9603 | 7.7103 | 0 | 2.9603 | 7.7103 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30811 | 663510 | -580082 | -627988 | -59987 | -580082 |
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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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