Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721877.966 | 825209.2037 | -103331.2377 | -71691.7156 | 2591941.5083 | -2663633.2238 |
Total P&L (%) | 721.878 | 825.2092 | -103.3312 | -71.6917 | 2591.9415 | -2663.6332 |
Avg Daily Profit (%) | 0.3963 | 0.453 | -0.0567 | -0.0693 | 0.1809 | 0 |
Buy And Hold Return (%) | 940.4262 | 940.4262 | 940.4262 | 940.4262 | 940.4262 | 940.4262 |
Max Trade Drawdown | -175589 | -155038 | -190203 | -5260976 | -3379250 | -3320177 |
Profit Factor | 2.0167 | 3.7063 | 0.7449 | 0.9925 | 1.671 | 0.5305 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 47.541 | 51.6129 | 43.3333 | 47.541 | 51.6129 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.2253 | 3.4746 | 0.9742 | 1.0952 | 1.5666 | 0.6937 |
Largest Winning Trade | 425329 | 425329 | 52334 | 4281671 | 4281671 | 659766 |
Largest Losing Trade | -89112 | -40571 | -89112 | -3320177 | -1325170 | -3320177 |
Avg Bars in Trades | 56 | 57 | 54 | 56 | 57 | 54 |
Avg Bars in Winners | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Losers | 61 | 70 | 54 | 61 | 70 | 54 |
Bars Traded | 3420 | 1781 | 1639 | 3420 | 1781 | 1639 |
Profit Streak | 48.7684 | 88.2684 | 0 | 48.7684 | 88.2684 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -318623 | -148003 | -583418 | -745504 | 303835 | -583418 |
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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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