Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2557486.1325 | 2693929.1135 | -136442.981 | -74539.8296 | 153458.187 | -227998.0166 |
Total P&L (%) | 2557.4861 | 2693.9291 | -136.443 | -74.5398 | 153.4582 | -227.998 |
Avg Daily Profit (%) | 1.1558 | 1.2175 | -0.0617 | -0.0618 | 0.042 | 0 |
Buy And Hold Return (%) | 187.9933 | 187.9933 | 187.9933 | 187.9933 | 187.9933 | 187.9933 |
Max Trade Drawdown | -294482 | -169380 | -212918 | -440897 | -268067 | -196998 |
Profit Factor | 4.5025 | 8.6167 | 0.6376 | 0.8806 | 1.4677 | 0.2303 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 39.7059 | 41.1765 | 38.2353 | 39.7059 | 41.1765 | 38.2353 |
Ratio Avg Win / Avg Loss | 6.8372 | 12.3096 | 1.03 | 1.3372 | 2.0967 | 0.3721 |
Largest Winning Trade | 2785747 | 2785747 | 48872 | 434561 | 434561 | 27122 |
Largest Losing Trade | -59503 | -55574 | -59503 | -175762 | -175762 | -143247 |
Avg Bars in Trades | 92 | 78 | 105 | 92 | 78 | 105 |
Avg Bars in Winners | 136 | 119 | 154 | 136 | 119 | 154 |
Avg Bars in Losers | 63 | 49 | 75 | 63 | 49 | 75 |
Bars Traded | 6267 | 2670 | 3597 | 6267 | 2670 | 3597 |
Profit Streak | 32.4788 | 32.4788 | 323.4788 | 32.4788 | 32.4788 | 323.4788 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95879 | 689355 | -582358 | -695895 | -303217 | -584025 |
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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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