Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51620.2175 | 261494.1756 | -209873.9581 | 3494353.0324 | -664986.0251 | 4159339.0575 |
Total P&L (%) | 51.6202 | 261.4942 | -209.874 | 3494.353 | -664.986 | 4159.3391 |
Avg Daily Profit (%) | 0.0206 | 0.1045 | -0.0839 | 0.1433 | 0 | 0.1501 |
Buy And Hold Return (%) | 815.1007 | 815.1007 | 815.1007 | 815.1007 | 815.1007 | 815.1007 |
Max Trade Drawdown | -242577 | -72751 | -281471 | -2395007 | -1224252 | -1358172 |
Profit Factor | 1.0903 | 3.4381 | 0.5483 | 2.1041 | 0.6029 | 3.7909 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 55 | 28 | 27 | 29 | 13 | 16 |
Losing Trades | 15 | 7 | 8 | 41 | 22 | 19 |
Profitability (%) | 78.5714 | 80 | 77.1429 | 41.4286 | 37.1429 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.2973 | 0.8595 | 0.1624 | 2.9748 | 1.0202 | 4.5017 |
Largest Winning Trade | 70418 | 70418 | 36765 | 5139441 | 451558 | 5139441 |
Largest Losing Trade | -242577 | -50377 | -242577 | -427515 | -382161 | -427515 |
Avg Bars in Trades | 65 | 73 | 57 | 65 | 73 | 57 |
Avg Bars in Winners | 45 | 53 | 37 | 64 | 80 | 52 |
Avg Bars in Losers | 137 | 154 | 121 | 65 | 69 | 61 |
Bars Traded | 4565 | 2569 | 1996 | 4565 | 2569 | 1996 |
Profit Streak | 103.4155 | 103.4155 | 120.9155 | 103.4155 | 103.4155 | 120.9155 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -547805 | -210966 | -576704 | -100448 | -583560 | 437162 |
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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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