Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338538.897 | 1557285.2623 | -218746.3654 | -101600.1553 | -67126.9615 | -34473.1938 |
Total P&L (%) | 1338.5389 | 1557.2853 | -218.7464 | -101.6002 | -67.127 | -34.4732 |
Avg Daily Profit (%) | 0.5763 | 0.6705 | -0.0942 | 0 | -0.0479 | -0.0182 |
Buy And Hold Return (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Max Trade Drawdown | -305476 | -119982 | -237325 | -122855 | -82532 | -45463 |
Profit Factor | 2.9563 | 6.3421 | 0.443 | 0.2687 | 0.2165 | 0.3527 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 14 | 15 | 37 | 18 | 19 |
Losing Trades | 37 | 19 | 18 | 29 | 15 | 14 |
Profitability (%) | 43.9394 | 42.4242 | 45.4545 | 56.0606 | 54.5455 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.7719 | 8.6072 | 0.5316 | 0.2106 | 0.1804 | 0.2599 |
Largest Winning Trade | 1754433 | 1754433 | 83983 | 5897 | 5897 | 3247 |
Largest Losing Trade | -111739 | -61274 | -111739 | -63048 | -63048 | -44523 |
Avg Bars in Trades | 63 | 86 | 39 | 63 | 86 | 39 |
Avg Bars in Winners | 75 | 106 | 47 | 47 | 71 | 24 |
Avg Bars in Losers | 53 | 72 | 33 | 83 | 104 | 61 |
Bars Traded | 4171 | 2854 | 1317 | 4171 | 2854 | 1317 |
Profit Streak | 7.0712 | 0 | 89.5712 | 0 | 92.0712 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113551 | 634198 | -582011 | -708492 | -579654 | -579542 |
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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) |
---|