Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1385249.0177 | 1375941.4889 | 9307.5288 | 537449.6573 | 940283.822 | -402834.1648 |
Total P&L (%) | 1385.249 | 1375.9415 | 9.3075 | 537.4497 | 940.2838 | -402.8342 |
Avg Daily Profit (%) | 0.7615 | 0.7564 | 0.0051 | 0.1019 | 0.1288 | 0 |
Buy And Hold Return (%) | 699.4609 | 699.4609 | 699.4609 | 699.4609 | 699.4609 | 699.4609 |
Max Trade Drawdown | -170456 | -178102 | -53284 | -3499710 | -3341741 | -605208 |
Profit Factor | 3.5314 | 4.5493 | 1.0583 | 1.0719 | 1.1673 | 0.7825 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 46.9136 | 40 | 53.6585 | 46.9136 | 40 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.996 | 6.8239 | 0.914 | 1.2129 | 1.7509 | 0.6758 |
Largest Winning Trade | 703273 | 703273 | 29271 | 3313464 | 3313464 | 390307 |
Largest Losing Trade | -40099 | -40099 | -31258 | -1161446 | -1161446 | -350239 |
Avg Bars in Trades | 41 | 72 | 10 | 41 | 72 | 10 |
Avg Bars in Winners | 52 | 108 | 12 | 52 | 108 | 12 |
Avg Bars in Losers | 30 | 47 | 9 | 30 | 47 | 9 |
Bars Traded | 3332 | 2885 | 447 | 3332 | 2885 | 447 |
Profit Streak | 75.3519 | 84.3519 | 75.3519 | 75.3519 | 84.3519 | 75.3519 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3976 | 354506 | -508444 | -380265 | -118010 | -579432 |
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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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