Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511527.5245 | 629092.8354 | -117565.3108 | -70998.967 | 1633199.0812 | -1704198.0482 |
Total P&L (%) | 511.5275 | 629.0928 | -117.5653 | -70.999 | 1633.1991 | -1704.198 |
Avg Daily Profit (%) | 0.2723 | 0.3348 | -0.0626 | -0.0659 | 0.1519 | 0 |
Buy And Hold Return (%) | 328.6439 | 328.6439 | 328.6439 | 328.6439 | 328.6439 | 328.6439 |
Max Trade Drawdown | -258456 | -201654 | -154430 | -2393756 | -1029288 | -2005607 |
Profit Factor | 1.7123 | 2.6814 | 0.6583 | 0.9803 | 2.2759 | 0.2662 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 63.6364 | 60.5263 | 66.6667 | 63.6364 | 60.5263 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9784 | 1.7487 | 0.3291 | 0.5602 | 1.4843 | 0.1331 |
Largest Winning Trade | 280788 | 280788 | 30911 | 1280626 | 1280626 | 230527 |
Largest Losing Trade | -68447 | -63572 | -68447 | -1650737 | -546980 | -1650737 |
Avg Bars in Trades | 272 | 486 | 64 | 272 | 486 | 64 |
Avg Bars in Winners | 156 | 275 | 50 | 156 | 275 | 50 |
Avg Bars in Losers | 476 | 809 | 92 | 476 | 809 | 92 |
Bars Traded | 20999 | 18481 | 2518 | 20999 | 18481 | 2518 |
Profit Streak | 161.5859 | 161.5859 | 301.5025 | 161.5859 | 161.5859 | 301.5025 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43485 | 344708 | -577228 | -623540 | 439879 | -577228 |
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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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