Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113214.9985 | 212900.7731 | -99685.7746 | -89913.945 | 1159095.4296 | -1249009.3747 |
Total P&L (%) | 113.215 | 212.9008 | -99.6858 | -89.9139 | 1159.0954 | -1249.0094 |
Avg Daily Profit (%) | 0.0932 | 0.1752 | -0.082 | -0.1886 | 0.2086 | 0 |
Buy And Hold Return (%) | 42.0086 | 42.0086 | 42.0086 | 42.0086 | 42.0086 | 42.0086 |
Max Trade Drawdown | -357550 | -157166 | -203774 | -2003467 | -286179 | -1721299 |
Profit Factor | 1.2003 | 1.7552 | 0.6483 | 0.9584 | 3.9055 | 0.2914 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 49.2308 | 45.4545 | 53.125 | 49.2308 | 45.4545 | 53.125 |
Ratio Avg Win / Avg Loss | 1.2378 | 2.1062 | 0.572 | 0.9884 | 4.6866 | 0.2571 |
Largest Winning Trade | 208923 | 208923 | 36766 | 859558 | 859558 | 161793 |
Largest Losing Trade | -76515 | -61019 | -76515 | -1538422 | -165326 | -1538422 |
Avg Bars in Trades | 54 | 63 | 45 | 54 | 63 | 45 |
Avg Bars in Winners | 52 | 58 | 47 | 52 | 58 | 47 |
Avg Bars in Losers | 56 | 67 | 43 | 56 | 67 | 43 |
Bars Traded | 3552 | 2093 | 1459 | 3552 | 2093 | 1459 |
Profit Streak | 43.0393 | 43.0393 | 49.7059 | 43.0393 | 43.0393 | 49.7059 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -207817 | 295509 | -579841 | -716089 | 499094 | -579841 |
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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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