Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655765.9146 | 814787.512 | -159021.5974 | -969581.0999 | -6876208.5832 | 5906627.4833 |
Total P&L (%) | 655.7659 | 814.7875 | -159.0216 | -969.5811 | -6876.2086 | 5906.6275 |
Avg Daily Profit (%) | 0.3572 | 0.4439 | -0.0866 | 0 | 0 | 0.2234 |
Buy And Hold Return (%) | 727.4563 | 727.4563 | 727.4563 | 727.4563 | 727.4563 | 727.4563 |
Max Trade Drawdown | -240485 | -61496 | -89441 | -6839588 | -8108225 | -1425416 |
Profit Factor | 1.8289 | 3.8817 | 0.6872 | 0.9365 | 0.3997 | 2.5441 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 18 | 17 | 23 | 12 | 11 |
Losing Trades | 23 | 11 | 12 | 35 | 17 | 18 |
Profitability (%) | 60.3448 | 62.069 | 58.6207 | 39.6552 | 41.3793 | 37.931 |
Ratio Avg Win / Avg Loss | 1.2019 | 2.3722 | 0.4851 | 1.4252 | 0.5662 | 4.163 |
Largest Winning Trade | 365384 | 365384 | 50749 | 5909341 | 1029563 | 5909341 |
Largest Losing Trade | -240485 | -55054 | -240485 | -3579384 | -3579384 | -395100 |
Avg Bars in Trades | 90 | 95 | 84 | 90 | 95 | 84 |
Avg Bars in Winners | 88 | 82 | 95 | 90 | 109 | 69 |
Avg Bars in Losers | 92 | 116 | 70 | 89 | 85 | 93 |
Bars Traded | 5222 | 2763 | 2459 | 5222 | 2763 | 2459 |
Profit Streak | 0 | 94.1417 | 0 | 24.1417 | 0 | 182.4751 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -332196 | -109263 | -579715 | -762367 | -584185 | 335171 |
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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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