Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283681.8243 | 318588.5557 | -34906.7314 | -3957756.8844 | -3948733.1471 | -9023.7372 |
Total P&L (%) | 283.6818 | 318.5886 | -34.9067 | -3957.7569 | -3948.7331 | -9.0237 |
Avg Daily Profit (%) | 0.1558 | 0.175 | -0.0192 | 0 | 0 | -0.0052 |
Buy And Hold Return (%) | 193.2675 | 193.2675 | 193.2675 | 193.2675 | 193.2675 | 193.2675 |
Max Trade Drawdown | -200379 | -73455 | -206543 | -4904838 | -4120814 | -1646693 |
Profit Factor | 1.702 | 3.609 | 0.8762 | 0.4888 | 0.2537 | 0.9963 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 23 | 19 | 20 | 9 | 11 |
Losing Trades | 18 | 7 | 11 | 40 | 21 | 19 |
Profitability (%) | 70 | 76.6667 | 63.3333 | 33.3333 | 30 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.7294 | 1.0984 | 0.5073 | 0.9776 | 0.5919 | 1.7209 |
Largest Winning Trade | 71145 | 71145 | 44255 | 2057153 | 867943 | 2057153 |
Largest Losing Trade | -200379 | -37221 | -200379 | -1043533 | -1043533 | -544376 |
Avg Bars in Trades | 113 | 167 | 60 | 113 | 167 | 60 |
Avg Bars in Winners | 52 | 76 | 24 | 221 | 365 | 104 |
Avg Bars in Losers | 257 | 466 | 124 | 59 | 82 | 35 |
Bars Traded | 6835 | 5012 | 1823 | 6835 | 5012 | 1823 |
Profit Streak | 72.9343 | 151.1843 | 72.9343 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182025 | 309576 | -578130 | -761037 | -588603 | -583232 |
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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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