Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407422.824 | 749538.8338 | -342116.0098 | -140832.768 | -1806726.0102 | 1665893.2422 |
Total P&L (%) | 407.4228 | 749.5388 | -342.116 | -140.8328 | -1806.726 | 1665.8932 |
Avg Daily Profit (%) | 0.2232 | 0.4107 | -0.1874 | 0 | 0 | 0.1574 |
Buy And Hold Return (%) | 663.1664 | 663.1664 | 663.1664 | 663.1664 | 663.1664 | 663.1664 |
Max Trade Drawdown | -308203 | -110305 | -374791 | -2538548 | -2162284 | -376263 |
Profit Factor | 1.3912 | 3.1447 | 0.5055 | 0.9647 | 0.4306 | 3.028 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 42 | 23 | 19 | 45 | 20 | 25 |
Losing Trades | 49 | 23 | 26 | 46 | 26 | 20 |
Profitability (%) | 46.1538 | 50 | 42.2222 | 49.4505 | 43.4783 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6231 | 3.1447 | 0.6918 | 0.9862 | 0.5598 | 2.4224 |
Largest Winning Trade | 513412 | 513412 | 76112 | 1666026 | 472069 | 1666026 |
Largest Losing Trade | -280269 | -48751 | -280269 | -2023807 | -2023807 | -252071 |
Avg Bars in Trades | 78 | 75 | 81 | 78 | 75 | 81 |
Avg Bars in Winners | 95 | 83 | 108 | 64 | 73 | 57 |
Avg Bars in Losers | 63 | 66 | 61 | 91 | 76 | 111 |
Bars Traded | 7125 | 3469 | 3656 | 7125 | 3469 | 3656 |
Profit Streak | 15.2699 | 100.0199 | 0 | 0 | 0 | 30.0199 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156874 | -107980 | -583736 | -580748 | -583240 | 404619 |
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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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