Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955099.2822 | 961587.0898 | -6487.8076 | 333998.5652 | 407209.0487 | -73210.4834 |
Total P&L (%) | 955.0993 | 961.5871 | -6.4878 | 333.9986 | 407.209 | -73.2105 |
Avg Daily Profit (%) | 0.4395 | 0.4425 | -0.003 | 0.0676 | 0.0748 | -0.0606 |
Buy And Hold Return (%) | 406.2762 | 406.2762 | 406.2762 | 406.2762 | 406.2762 | 406.2762 |
Max Trade Drawdown | -121630 | -110727 | -67119 | -1266587 | -1010871 | -384933 |
Profit Factor | 2.831 | 4.3654 | 0.9725 | 1.1581 | 1.31 | 0.9084 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 42.623 | 38.7097 | 46.6667 | 42.623 | 38.7097 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.811 | 6.9119 | 1.1114 | 1.5589 | 2.0742 | 1.0382 |
Largest Winning Trade | 516140 | 516140 | 57972 | 1173910 | 1173910 | 214205 |
Largest Losing Trade | -44789 | -44789 | -37154 | -339425 | -339425 | -176112 |
Avg Bars in Trades | 101 | 129 | 72 | 101 | 129 | 72 |
Avg Bars in Winners | 144 | 207 | 89 | 144 | 207 | 89 |
Avg Bars in Losers | 70 | 80 | 58 | 70 | 80 | 58 |
Bars Traded | 6196 | 4015 | 2181 | 6196 | 4015 | 2181 |
Profit Streak | 38.4404 | 38.4404 | 52.7737 | 38.4404 | 38.4404 | 52.7737 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157218 | 328029 | -579891 | -482200 | -260829 | -579891 |
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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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