Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414217.6061 | 707193.8439 | -292976.2378 | -92735.9826 | -846896.1068 | 754160.1241 |
Total P&L (%) | 414.2176 | 707.1938 | -292.9762 | -92.736 | -846.8961 | 754.1601 |
Avg Daily Profit (%) | 0.2299 | 0.3926 | -0.1626 | -0.1455 | 0 | 0.1191 |
Buy And Hold Return (%) | 171.858 | 171.858 | 171.858 | 171.858 | 171.858 | 171.858 |
Max Trade Drawdown | -249543 | -174530 | -362396 | -1062225 | -904096 | -267868 |
Profit Factor | 1.4195 | 2.7209 | 0.4917 | 0.9294 | 0.1248 | 3.1793 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 29 | 13 | 16 | 29 | 11 | 18 |
Losing Trades | 38 | 20 | 18 | 38 | 22 | 16 |
Profitability (%) | 43.2836 | 39.3939 | 47.0588 | 43.2836 | 33.3333 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8601 | 4.1859 | 0.5532 | 1.2179 | 0.2497 | 2.826 |
Largest Winning Trade | 713998 | 713998 | 45610 | 1007445 | 55851 | 1007445 |
Largest Losing Trade | -204299 | -55445 | -204299 | -816722 | -816722 | -267868 |
Avg Bars in Trades | 52 | 59 | 45 | 52 | 59 | 45 |
Avg Bars in Winners | 59 | 65 | 55 | 60 | 62 | 58 |
Avg Bars in Losers | 46 | 55 | 36 | 46 | 57 | 30 |
Bars Traded | 3504 | 1961 | 1543 | 3504 | 1961 | 1543 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118241 | 309798 | -581939 | -703000 | -587284 | -28979 |
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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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