Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409361.2861 | 471694.9652 | -62333.6791 | -22583996.2967 | 4571737.364 | -27155733.6607 |
Total P&L (%) | 409.3613 | 471.695 | -62.3337 | -22583.9963 | 4571.7374 | -27155.7337 |
Avg Daily Profit (%) | 0.1637 | 0.1887 | -0.0249 | 0 | 0.1539 | 0 |
Buy And Hold Return (%) | 735.3006 | 735.3006 | 735.3006 | 735.3006 | 735.3006 | 735.3006 |
Max Trade Drawdown | -265815 | -39206 | -261113 | -33749860 | -4474955 | -30106864 |
Profit Factor | 1.8272 | 6.2263 | 0.846 | 0.4231 | 1.7151 | 0.1709 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 20 | 8 | 12 | 20 | 8 | 12 |
Profitability (%) | 69.2308 | 75 | 63.6364 | 69.2308 | 75 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.8121 | 2.0754 | 0.4834 | 0.188 | 0.5717 | 0.0976 |
Largest Winning Trade | 122041 | 122041 | 35223 | 3044994 | 3044994 | 1275404 |
Largest Losing Trade | -261113 | -39206 | -261113 | -28674654 | -4474955 | -28674654 |
Avg Bars in Trades | 148 | 146 | 150 | 148 | 146 | 150 |
Avg Bars in Winners | 128 | 121 | 136 | 134 | 130 | 138 |
Avg Bars in Losers | 193 | 221 | 175 | 180 | 195 | 170 |
Bars Traded | 9664 | 4702 | 4962 | 9664 | 4702 | 4962 |
Profit Streak | 0 | 125.6335 | 0 | 64.8835 | 0 | 89.8835 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -291284 | -145950 | -579035 | -713725 | 388901 | -578476 |
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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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