Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90545.9916 | 310342.6476 | -219796.6559 | -1452557.0831 | -1436079.7468 | -16477.3363 |
Total P&L (%) | 90.546 | 310.3426 | -219.7967 | -1452.5571 | -1436.0797 | -16.4773 |
Avg Daily Profit (%) | 0.0483 | 0.1657 | -0.1174 | 0 | 0 | -0.0096 |
Buy And Hold Return (%) | 66.0396 | 66.0396 | 66.0396 | 66.0396 | 66.0396 | 66.0396 |
Max Trade Drawdown | -406715 | -64840 | -52009 | -3016524 | -2055657 | -1013178 |
Profit Factor | 1.1097 | 2.1167 | 0.5985 | 0.7073 | 0.5619 | 0.9902 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 14 | 15 | 26 | 14 | 12 |
Losing Trades | 28 | 15 | 13 | 31 | 15 | 16 |
Profitability (%) | 50.8772 | 48.2759 | 53.5714 | 45.614 | 48.2759 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.0714 | 2.2679 | 0.5187 | 0.8434 | 0.602 | 1.3203 |
Largest Winning Trade | 164127 | 164127 | 49079 | 1125931 | 608713 | 1125931 |
Largest Losing Trade | -358031 | -54220 | -358031 | -1377731 | -1377731 | -513019 |
Avg Bars in Trades | 123 | 140 | 107 | 123 | 140 | 107 |
Avg Bars in Winners | 136 | 159 | 114 | 106 | 112 | 98 |
Avg Bars in Losers | 111 | 121 | 99 | 138 | 165 | 113 |
Bars Traded | 7063 | 4060 | 3003 | 7063 | 4060 | 3003 |
Profit Streak | 0 | 0 | 0 | 127.5581 | 127.5581 | 198.5581 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -457905 | 324975 | -601370 | -761024 | -580936 | -602352 |
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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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