Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032341.9734 | 1120203.835 | -87861.8616 | -262727.3115 | -790445.0266 | 527717.7151 |
Total P&L (%) | 1032.342 | 1120.2038 | -87.8619 | -262.7273 | -790.445 | 527.7177 |
Avg Daily Profit (%) | 0.5668 | 0.615 | -0.0482 | 0 | 0 | 0.1009 |
Buy And Hold Return (%) | 720.3104 | 720.3104 | 720.3104 | 720.3104 | 720.3104 | 720.3104 |
Max Trade Drawdown | -219009 | -87236 | -138957 | -895909 | -1022393 | -205324 |
Profit Factor | 2.3886 | 4.8285 | 0.8051 | 0.8761 | 0.4811 | 1.8846 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 18 | 16 | 28 | 13 | 15 |
Losing Trades | 29 | 13 | 16 | 35 | 18 | 17 |
Profitability (%) | 53.9683 | 58.0645 | 50 | 44.4444 | 41.9355 | 46.875 |
Ratio Avg Win / Avg Loss | 2.0373 | 3.4873 | 0.8051 | 1.0951 | 0.6662 | 2.1359 |
Largest Winning Trade | 522145 | 522145 | 78238 | 433383 | 185146 | 433383 |
Largest Losing Trade | -117712 | -31548 | -117712 | -602438 | -602438 | -145365 |
Avg Bars in Trades | 54 | 65 | 44 | 54 | 65 | 44 |
Avg Bars in Winners | 62 | 70 | 52 | 46 | 57 | 36 |
Avg Bars in Losers | 45 | 57 | 36 | 61 | 70 | 51 |
Bars Traded | 3438 | 2015 | 1423 | 3438 | 2015 | 1423 |
Profit Streak | 0 | 0 | 0 | 66.335 | 66.335 | 101.335 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165770 | 374575 | -580810 | -731166 | -583395 | -219952 |
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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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