Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471939.6872 | 517696.8873 | -45757.2001 | -862680.0449 | 1093689.1615 | -1956369.2064 |
Total P&L (%) | 471.9397 | 517.6969 | -45.7572 | -862.68 | 1093.6892 | -1956.3692 |
Avg Daily Profit (%) | 0.1994 | 0.2187 | -0.0193 | 0 | 0.1048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216150 | -93956 | -284435 | -3005351 | -1258797 | -2033772 |
Profit Factor | 1.5226 | 2.1592 | 0.8998 | 0.8418 | 1.4176 | 0.3101 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 15 | 19 | 36 | 21 | 15 |
Losing Trades | 40 | 22 | 18 | 38 | 16 | 22 |
Profitability (%) | 45.9459 | 40.5405 | 51.3514 | 48.6486 | 56.7568 | 40.5405 |
Ratio Avg Win / Avg Loss | 1.7913 | 3.1668 | 0.8524 | 0.8886 | 1.0801 | 0.4548 |
Largest Winning Trade | 132101 | 132101 | 61751 | 1803836 | 1803836 | 207614 |
Largest Losing Trade | -216150 | -65702 | -216150 | -1147885 | -1147885 | -684488 |
Avg Bars in Trades | 93 | 92 | 93 | 93 | 92 | 93 |
Avg Bars in Winners | 90 | 91 | 88 | 98 | 102 | 92 |
Avg Bars in Losers | 96 | 93 | 99 | 88 | 80 | 95 |
Bars Traded | 6909 | 3435 | 3475 | 6909 | 3435 | 3475 |
Profit Streak | 0 | 0 | 0 | 40.151 | 76.8177 | 40.151 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60182 | 310758 | -580597 | -649093 | -49970 | -583903 |
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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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