Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824467.8793 | 757893.7509 | 66574.1284 | 2662503.5961 | 5396768.6823 | -2734265.0862 |
Total P&L (%) | 824.4679 | 757.8938 | 66.5741 | 2662.5036 | 5396.7687 | -2734.2651 |
Avg Daily Profit (%) | 0.3297 | 0.3031 | 0.0266 | 0.1328 | 0.1604 | 0 |
Buy And Hold Return (%) | 745.0107 | 745.0107 | 745.0107 | 745.0107 | 745.0107 | 745.0107 |
Max Trade Drawdown | -120137 | -117476 | -99853 | -4692230 | -2115752 | -4802752 |
Profit Factor | 2.8008 | 3.628 | 1.3929 | 1.3011 | 2.58 | 0.4962 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 59.2593 | 50 | 68.2927 | 59.2593 | 50 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.9255 | 3.628 | 0.6467 | 0.8945 | 2.58 | 0.2304 |
Largest Winning Trade | 311383 | 311383 | 34716 | 3889125 | 3889125 | 374343 |
Largest Losing Trade | -66428 | -44035 | -66428 | -4047961 | -804891 | -4047961 |
Avg Bars in Trades | 86 | 143 | 30 | 86 | 143 | 30 |
Avg Bars in Winners | 76 | 138 | 31 | 76 | 138 | 31 |
Avg Bars in Losers | 100 | 148 | 26 | 100 | 148 | 26 |
Bars Traded | 6973 | 5730 | 1244 | 6973 | 5730 | 1244 |
Profit Streak | 30.6627 | 0 | 242.996 | 30.6627 | 0 | 242.996 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132364 | -144661 | -320313 | -33732 | 455282 | -576993 |
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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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