Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342874.9182 | 603776.7125 | -260901.7944 | -182098.2533 | -1074944.1833 | 892845.93 |
Total P&L (%) | 342.8749 | 603.7767 | -260.9018 | -182.0983 | -1074.9442 | 892.8459 |
Avg Daily Profit (%) | 0.1906 | 0.3356 | -0.145 | 0 | 0 | 0.1277 |
Buy And Hold Return (%) | 200.6126 | 200.6126 | 200.6126 | 200.6126 | 200.6126 | 200.6126 |
Max Trade Drawdown | -264409 | -96213 | -356134 | -2072322 | -1473216 | -617905 |
Profit Factor | 1.3762 | 3.4421 | 0.6072 | 0.9351 | 0.3437 | 1.7649 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 14 | 16 | 41 | 24 | 17 |
Losing Trades | 40 | 21 | 19 | 29 | 11 | 18 |
Profitability (%) | 42.8571 | 40 | 45.7143 | 58.5714 | 68.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.8349 | 5.1631 | 0.7211 | 0.6614 | 0.1576 | 1.8687 |
Largest Winning Trade | 378544 | 378544 | 68712 | 1686480 | 92489 | 1686480 |
Largest Losing Trade | -264409 | -30629 | -264409 | -1454416 | -1454416 | -617905 |
Avg Bars in Trades | 49 | 39 | 58 | 49 | 39 | 58 |
Avg Bars in Winners | 75 | 62 | 86 | 35 | 30 | 40 |
Avg Bars in Losers | 30 | 24 | 35 | 69 | 59 | 75 |
Bars Traded | 3457 | 1396 | 2061 | 3457 | 1396 | 2061 |
Profit Streak | 0 | 0 | 0 | 26.2318 | 26.2318 | 144.7318 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101182 | 316040 | -582454 | -677148 | -577838 | -19814 |
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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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