Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116135.4034 | 304383.4022 | -188247.9988 | -99885.2137 | 1959757.6385 | -2059642.8522 |
Total P&L (%) | 116.1354 | 304.3834 | -188.248 | -99.8852 | 1959.7576 | -2059.6429 |
Avg Daily Profit (%) | 0.0642 | 0.1682 | -0.104 | -0.3733 | 0.1673 | 0 |
Buy And Hold Return (%) | 173.4094 | 173.4094 | 173.4094 | 173.4094 | 173.4094 | 173.4094 |
Max Trade Drawdown | -434823 | -173818 | -261005 | -2881077 | -412604 | -2470217 |
Profit Factor | 1.1554 | 1.9098 | 0.5437 | 0.9656 | 5.7237 | 0.1734 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 37.931 | 46.6667 | 42.3729 | 37.931 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.5714 | 3.1251 | 0.6214 | 1.3133 | 9.3661 | 0.1982 |
Largest Winning Trade | 228519 | 228519 | 56373 | 1887511 | 1887511 | 226895 |
Largest Losing Trade | -99332 | -31823 | -99332 | -1637222 | -402187 | -1637222 |
Avg Bars in Trades | 87 | 80 | 94 | 87 | 80 | 94 |
Avg Bars in Winners | 106 | 93 | 117 | 106 | 93 | 117 |
Avg Bars in Losers | 74 | 73 | 75 | 74 | 73 | 75 |
Bars Traded | 5190 | 2346 | 2844 | 5190 | 2346 | 2844 |
Profit Streak | 17.0508 | 33.0508 | 17.0508 | 17.0508 | 33.0508 | 17.0508 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -502856 | -1752 | -581551 | -760509 | 427541 | -581551 |
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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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