Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485229.149 | 465624.8859 | 19604.2631 | 194342.125 | -331785.5923 | 526127.7173 |
Total P&L (%) | 485.2291 | 465.6249 | 19.6043 | 194.3421 | -331.7856 | 526.1277 |
Avg Daily Profit (%) | 0.3916 | 0.3758 | 0.0158 | 0.0872 | 0 | 0.1481 |
Buy And Hold Return (%) | 98.4397 | 98.4397 | 98.4397 | 98.4397 | 98.4397 | 98.4397 |
Max Trade Drawdown | -199837 | -86483 | -113354 | -3606075 | -2354609 | -1251466 |
Profit Factor | 2.027 | 2.8108 | 1.091 | 1.0279 | 0.9274 | 1.2206 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 57.3529 | 52.9412 | 61.7647 | 57.3529 | 52.9412 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.5073 | 2.4985 | 0.6754 | 0.7644 | 0.8244 | 0.7556 |
Largest Winning Trade | 372714 | 372714 | 21250 | 666824 | 666824 | 579618 |
Largest Losing Trade | -54248 | -51126 | -54248 | -1973459 | -1973459 | -786437 |
Avg Bars in Trades | 104 | 129 | 79 | 104 | 129 | 79 |
Avg Bars in Winners | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Losers | 156 | 198 | 104 | 156 | 198 | 104 |
Bars Traded | 7075 | 4389 | 2686 | 7075 | 4389 | 2686 |
Profit Streak | 10.7523 | 0 | 45.2523 | 10.7523 | 0 | 45.2523 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100185 | 478044 | -457476 | -387021 | -580413 | 144951 |
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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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