Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654005.5859 | 924412.7974 | -270407.2114 | -105746.7973 | 15425204.5238 | -15530951.321 |
Total P&L (%) | 654.0056 | 924.4128 | -270.4072 | -105.7468 | 15425.2045 | -15530.9513 |
Avg Daily Profit (%) | 0.2892 | 0.4087 | -0.1196 | 0 | 0.2233 | 0 |
Buy And Hold Return (%) | 9484.9988 | 9484.9988 | 9484.9988 | 9484.9988 | 9484.9988 | 9484.9988 |
Max Trade Drawdown | -372394 | -147136 | -313086 | -24103297 | -3137050 | -26556481 |
Profit Factor | 1.8373 | 4.1507 | 0.4455 | 0.9968 | 3.5072 | 0.4267 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 13 | 14 | 38 | 21 | 17 |
Losing Trades | 34 | 18 | 16 | 23 | 10 | 13 |
Profitability (%) | 44.2623 | 41.9355 | 46.6667 | 62.2951 | 67.7419 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.3137 | 5.7471 | 0.5092 | 0.6033 | 1.6701 | 0.3263 |
Largest Winning Trade | 430670 | 430670 | 40447 | 10077342 | 5856115 | 10077342 |
Largest Losing Trade | -195019 | -37624 | -195019 | -17449198 | -3137050 | -17449198 |
Avg Bars in Trades | 105 | 94 | 117 | 105 | 94 | 117 |
Avg Bars in Winners | 108 | 89 | 126 | 87 | 86 | 89 |
Avg Bars in Losers | 103 | 97 | 109 | 134 | 109 | 153 |
Bars Traded | 6437 | 2918 | 3519 | 6437 | 2918 | 3519 |
Profit Streak | 0 | 0 | 0 | 126.3197 | 126.3197 | 129.3197 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321722 | -151960 | -582121 | -743798 | 315927 | -579001 |
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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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