Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612609.7847 | 625540.2808 | -12930.4961 | -5615133.8697 | 1732613.2347 | -7347747.1044 |
Total P&L (%) | 612.6098 | 625.5403 | -12.9305 | -5615.1339 | 1732.6132 | -7347.7471 |
Avg Daily Profit (%) | 0.3266 | 0.3335 | -0.0069 | 0 | 0.1552 | 0 |
Buy And Hold Return (%) | 278.3784 | 278.3784 | 278.3784 | 278.3784 | 278.3784 | 278.3784 |
Max Trade Drawdown | -195801 | -49386 | -185435 | -10635778 | -2269196 | -9347947 |
Profit Factor | 2.0824 | 4.3866 | 0.9661 | 0.7509 | 1.2317 | 0.5123 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 15 | 17 | 38 | 22 | 16 |
Losing Trades | 36 | 19 | 17 | 30 | 12 | 18 |
Profitability (%) | 47.0588 | 44.1176 | 50 | 55.8824 | 64.7059 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.3427 | 5.5563 | 0.9661 | 0.5928 | 0.6719 | 0.5763 |
Largest Winning Trade | 308374 | 308374 | 60442 | 1307363 | 1000302 | 1307363 |
Largest Losing Trade | -185435 | -18843 | -185435 | -4478418 | -2073785 | -4478418 |
Avg Bars in Trades | 103 | 70 | 137 | 103 | 70 | 137 |
Avg Bars in Winners | 162 | 108 | 210 | 71 | 64 | 82 |
Avg Bars in Losers | 51 | 40 | 63 | 144 | 82 | 185 |
Bars Traded | 7050 | 2392 | 4658 | 7050 | 2392 | 4658 |
Profit Streak | 0 | 0 | 0 | 74.5351 | 127.2851 | 74.5351 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107393 | 323197 | -580795 | -692092 | 287481 | -580973 |
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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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