Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933698.1156 | 1052565.5246 | -118867.4089 | -62953.377 | -39688.6654 | -23264.7116 |
Total P&L (%) | 933.6981 | 1052.5655 | -118.8674 | -62.9534 | -39.6887 | -23.2647 |
Avg Daily Profit (%) | 0.3729 | 0.4204 | -0.0475 | -0.0396 | -0.0202 | -0.0106 |
Buy And Hold Return (%) | 215.6141 | 215.6141 | 215.6141 | 215.6141 | 215.6141 | 215.6141 |
Max Trade Drawdown | -212198 | -97318 | -144620 | -2058408 | -1045058 | -1181320 |
Profit Factor | 2.6434 | 5.9848 | 0.667 | 0.9741 | 0.9659 | 0.9816 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 15 | 19 | 28 | 15 | 13 |
Losing Trades | 28 | 16 | 12 | 34 | 16 | 18 |
Profitability (%) | 54.8387 | 48.3871 | 61.2903 | 45.1613 | 48.3871 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.1769 | 6.3837 | 0.4213 | 1.1829 | 1.0303 | 1.3592 |
Largest Winning Trade | 1109061 | 1109061 | 35824 | 1162282 | 860756 | 1162282 |
Largest Losing Trade | -138220 | -44981 | -138220 | -827234 | -827234 | -470379 |
Avg Bars in Trades | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Winners | 78 | 99 | 61 | 67 | 67 | 67 |
Avg Bars in Losers | 70 | 50 | 96 | 80 | 80 | 80 |
Bars Traded | 4623 | 2300 | 2323 | 4623 | 2300 | 2323 |
Profit Streak | 33.7387 | 0 | 40.2387 | 33.7387 | 0 | 40.2387 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144702 | 587971 | -578806 | -738951 | -579778 | -581739 |
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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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