Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56096.3607 | 705581.2075 | -649484.8468 | -2051989.2312 | -17111012.7266 | 15059023.4955 |
Total P&L (%) | 56.0964 | 705.5812 | -649.4848 | -2051.9892 | -17111.0127 | 15059.0235 |
Avg Daily Profit (%) | 0.03 | 0.3778 | -0.3478 | 0 | 0 | 0.2692 |
Buy And Hold Return (%) | 5853.623 | 5853.623 | 5853.623 | 5853.623 | 5853.623 | 5853.623 |
Max Trade Drawdown | -673393 | -44373 | -662997 | -21006244 | -18254340 | -6865613 |
Profit Factor | 1.0539 | 5.3489 | 0.2612 | 0.9401 | 0.3018 | 2.5483 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 25 | 14 | 11 | 27 | 12 | 15 |
Losing Trades | 32 | 14 | 18 | 30 | 16 | 14 |
Profitability (%) | 43.8596 | 50 | 37.931 | 47.3684 | 42.8571 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.349 | 5.3489 | 0.4275 | 1.0445 | 0.4024 | 2.3784 |
Largest Winning Trade | 344732 | 344732 | 63582 | 15709595 | 1802321 | 15709595 |
Largest Losing Trade | -632307 | -42368 | -632307 | -13397129 | -13397129 | -3580657 |
Avg Bars in Trades | 123 | 135 | 112 | 123 | 135 | 112 |
Avg Bars in Winners | 167 | 154 | 182 | 80 | 117 | 50 |
Avg Bars in Losers | 89 | 115 | 69 | 162 | 148 | 178 |
Bars Traded | 7044 | 3787 | 3257 | 7044 | 3787 | 3257 |
Profit Streak | 157.8815 | 175.3815 | 157.8815 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660729 | -168255 | -584949 | -759634 | -604611 | 365947 |
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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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