Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759949.6158 | 980614.2631 | -220664.6474 | -470122.9516 | 496201.4273 | -966324.3789 |
Total P&L (%) | 759.9496 | 980.6143 | -220.6646 | -470.123 | 496.2014 | -966.3244 |
Avg Daily Profit (%) | 0.4051 | 0.5227 | -0.1176 | 0 | 0.0952 | 0 |
Buy And Hold Return (%) | 260.2816 | 260.2816 | 260.2816 | 260.2816 | 260.2816 | 260.2816 |
Max Trade Drawdown | -286519 | -101464 | -299384 | -807121 | -193631 | -1071531 |
Profit Factor | 1.8785 | 4.0646 | 0.5952 | 0.794 | 1.738 | 0.3998 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 13 | 20 | 40 | 24 | 16 |
Losing Trades | 46 | 27 | 19 | 39 | 16 | 23 |
Profitability (%) | 41.7722 | 32.5 | 51.2821 | 50.6329 | 60 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.6185 | 8.442 | 0.5654 | 0.7742 | 1.1587 | 0.5747 |
Largest Winning Trade | 1027674 | 1027674 | 54374 | 176414 | 176414 | 99082 |
Largest Losing Trade | -256996 | -34240 | -256996 | -639424 | -193631 | -639424 |
Avg Bars in Trades | 46 | 34 | 58 | 46 | 34 | 58 |
Avg Bars in Winners | 74 | 59 | 83 | 35 | 38 | 31 |
Avg Bars in Losers | 25 | 22 | 31 | 56 | 28 | 76 |
Bars Traded | 3635 | 1374 | 2262 | 3635 | 1374 | 2262 |
Profit Streak | 0 | 0 | 0 | 57.2824 | 57.2824 | 80.2824 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24303 | 313155 | -580591 | -610993 | -69295 | -583689 |
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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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