Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686780.9577 | 583204.1651 | 103576.7926 | -3792211.498 | 10641529.4361 | -14433740.9341 |
Total P&L (%) | 686.781 | 583.2042 | 103.5768 | -3792.2115 | 10641.5294 | -14433.7409 |
Avg Daily Profit (%) | 0.2747 | 0.2332 | 0.0414 | 0 | 0.1872 | 0 |
Buy And Hold Return (%) | 858.6038 | 858.6038 | 858.6038 | 858.6038 | 858.6038 | 858.6038 |
Max Trade Drawdown | -110815 | -74837 | -112949 | -19263069 | -1853002 | -18175263 |
Profit Factor | 3.0861 | 6.4815 | 1.4648 | 0.8409 | 3.4512 | 0.2596 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 40 | 20 | 20 | 36 | 18 | 18 |
Losing Trades | 19 | 9 | 10 | 23 | 11 | 12 |
Profitability (%) | 67.7966 | 68.9655 | 66.6667 | 61.0169 | 62.069 | 60 |
Ratio Avg Win / Avg Loss | 1.4659 | 2.9167 | 0.7324 | 0.5372 | 2.1091 | 0.1731 |
Largest Winning Trade | 115651 | 115651 | 45248 | 8312879 | 8312879 | 892025 |
Largest Losing Trade | -110815 | -39720 | -110815 | -17254966 | -1165585 | -17254966 |
Avg Bars in Trades | 80 | 79 | 80 | 80 | 79 | 80 |
Avg Bars in Winners | 75 | 76 | 74 | 73 | 74 | 72 |
Avg Bars in Losers | 90 | 85 | 94 | 90 | 87 | 93 |
Bars Traded | 4726 | 2299 | 2427 | 4726 | 2299 | 2427 |
Profit Streak | 196.4319 | 329.9319 | 196.4319 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328123 | -145179 | -300841 | -758849 | 577389 | -579529 |
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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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