Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618819.4448 | 665652.4235 | -46832.9787 | 373964.4991 | 522861.5642 | -148897.0651 |
Total P&L (%) | 618.8194 | 665.6524 | -46.833 | 373.9645 | 522.8616 | -148.8971 |
Avg Daily Profit (%) | 0.2971 | 0.3196 | -0.0225 | 0.0747 | 0.0879 | 0 |
Buy And Hold Return (%) | 295.2555 | 295.2555 | 295.2555 | 295.2555 | 295.2555 | 295.2555 |
Max Trade Drawdown | -122354 | -120170 | -53608 | -3425812 | -3366047 | -367639 |
Profit Factor | 2.6267 | 3.1866 | 0.3836 | 1.0694 | 1.1056 | 0.6591 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Losing Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Profitability (%) | 47.8261 | 61.7647 | 34.2857 | 47.8261 | 61.7647 | 34.2857 |
Ratio Avg Win / Avg Loss | 2.8655 | 1.9726 | 0.7352 | 1.1666 | 0.6844 | 1.2633 |
Largest Winning Trade | 199142 | 199142 | 5988 | 1688033 | 1688033 | 99215 |
Largest Losing Trade | -82479 | -82479 | -24125 | -2413235 | -2413235 | -150701 |
Avg Bars in Trades | 306 | 618 | 3 | 306 | 618 | 3 |
Avg Bars in Winners | 259 | 405 | 3 | 259 | 405 | 3 |
Avg Bars in Losers | 350 | 963 | 3 | 350 | 963 | 3 |
Bars Traded | 21164 | 21041 | 123 | 21164 | 21041 | 123 |
Profit Streak | 0 | 375.9708 | 0 | 0 | 375.9708 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99495 | 461061 | -586621 | -427303 | -186836 | -584954 |
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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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