Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88415.0859 | 371167.9664 | -282752.8805 | -117792.4763 | 2849040.9016 | -2966833.378 |
Total P&L (%) | 88.4151 | 371.168 | -282.7529 | -117.7925 | 2849.0409 | -2966.8334 |
Avg Daily Profit (%) | 0.0383 | 0.1608 | -0.1225 | 0 | 0.1467 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -376596 | -215077 | -347263 | -7048946 | -3943038 | -4402359 |
Profit Factor | 1.098 | 1.8833 | 0.4134 | 0.9873 | 1.6238 | 0.3655 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 19 | 12 |
Losing Trades | 28 | 13 | 15 | 28 | 10 | 18 |
Profitability (%) | 52.5424 | 55.1724 | 50 | 52.5424 | 65.5172 | 40 |
Ratio Avg Win / Avg Loss | 0.9917 | 1.5302 | 0.4134 | 0.8917 | 0.8546 | 0.5483 |
Largest Winning Trade | 179763 | 179763 | 31127 | 1982093 | 1982093 | 466760 |
Largest Losing Trade | -212775 | -81244 | -212775 | -3002892 | -2224317 | -3002892 |
Avg Bars in Trades | 67 | 117 | 19 | 67 | 117 | 19 |
Avg Bars in Winners | 54 | 89 | 18 | 93 | 138 | 22 |
Avg Bars in Losers | 81 | 152 | 21 | 39 | 76 | 18 |
Bars Traded | 3998 | 3405 | 593 | 3998 | 3405 | 593 |
Profit Streak | 115.4346 | 0 | 263.9346 | 0 | 293.4346 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -434733 | 413157 | -579958 | -759948 | 233011 | -584436 |
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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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