Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336428.5489 | 506928.6472 | -170500.0984 | -1233011.8123 | 995505.4858 | -2228517.2981 |
Total P&L (%) | 336.4285 | 506.9286 | -170.5001 | -1233.0118 | 995.5055 | -2228.5173 |
Avg Daily Profit (%) | 0.1778 | 0.2679 | -0.0901 | 0 | 0.1266 | 0 |
Buy And Hold Return (%) | 213.1832 | 213.1832 | 213.1832 | 213.1832 | 213.1832 | 213.1832 |
Max Trade Drawdown | -319646 | -118372 | -339220 | -2958489 | -1705205 | -2688222 |
Profit Factor | 1.4546 | 2.8736 | 0.6368 | 0.8481 | 1.2476 | 0.456 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 16 | 20 | 31 | 19 | 12 |
Losing Trades | 32 | 18 | 14 | 37 | 15 | 22 |
Profitability (%) | 52.9412 | 47.0588 | 58.8235 | 45.5882 | 55.8824 | 35.2941 |
Ratio Avg Win / Avg Loss | 1.293 | 3.2328 | 0.4458 | 1.0122 | 0.985 | 0.8361 |
Largest Winning Trade | 374843 | 374843 | 31949 | 951980 | 951980 | 738582 |
Largest Losing Trade | -277379 | -49755 | -277379 | -1562843 | -1562843 | -661562 |
Avg Bars in Trades | 103 | 123 | 82 | 103 | 123 | 82 |
Avg Bars in Winners | 123 | 144 | 106 | 80 | 104 | 41 |
Avg Bars in Losers | 80 | 105 | 48 | 122 | 148 | 104 |
Bars Traded | 7015 | 4213 | 2802 | 7015 | 4213 | 2802 |
Profit Streak | 0 | 0 | 0 | 36.4901 | 36.4901 | 106.9901 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114359 | 308658 | -579651 | -693614 | -25827 | -585122 |
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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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