Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753720.1355 | 833656.0915 | -79935.9559 | -663476.2413 | 2093174.6644 | -2756650.9057 |
Total P&L (%) | 753.7201 | 833.6561 | -79.936 | -663.4762 | 2093.1747 | -2756.6509 |
Avg Daily Profit (%) | 0.3997 | 0.4421 | -0.0424 | 0 | 0.1639 | 0 |
Buy And Hold Return (%) | 308.403 | 308.403 | 308.403 | 308.403 | 308.403 | 308.403 |
Max Trade Drawdown | -182028 | -84476 | -171626 | -2875909 | -382755 | -3407773 |
Profit Factor | 2.1805 | 4.7167 | 0.807 | 0.8937 | 2.618 | 0.4425 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 15 | 16 | 38 | 24 | 14 |
Losing Trades | 36 | 19 | 17 | 29 | 10 | 19 |
Profitability (%) | 46.2687 | 44.1176 | 48.4848 | 56.7164 | 70.5882 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.5322 | 5.9745 | 0.8574 | 0.682 | 1.0908 | 0.6006 |
Largest Winning Trade | 779764 | 779764 | 58742 | 566911 | 566911 | 403236 |
Largest Losing Trade | -165579 | -25628 | -165579 | -2590167 | -309399 | -2590167 |
Avg Bars in Trades | 79 | 60 | 98 | 79 | 60 | 98 |
Avg Bars in Winners | 112 | 75 | 146 | 64 | 60 | 71 |
Avg Bars in Losers | 50 | 49 | 52 | 98 | 61 | 117 |
Bars Traded | 5303 | 2069 | 3234 | 5303 | 2069 | 3234 |
Profit Streak | 0 | 0 | 0 | 86.3254 | 131.6588 | 86.3254 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112764 | 432518 | -581392 | -699543 | 542886 | -583190 |
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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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