Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526426.5842 | 537926.186 | -11499.6018 | 80712.2148 | 3860269.4641 | -3779557.2493 |
Total P&L (%) | 526.4266 | 537.9262 | -11.4996 | 80.7122 | 3860.2695 | -3779.5572 |
Avg Daily Profit (%) | 0.2105 | 0.2151 | -0.0046 | 0.0237 | 0.1472 | 0 |
Buy And Hold Return (%) | 888.2615 | 888.2615 | 888.2615 | 888.2615 | 888.2615 | 888.2615 |
Max Trade Drawdown | -127917 | -76580 | -155989 | -3439625 | -1382905 | -4564841 |
Profit Factor | 1.9941 | 4.8553 | 0.9705 | 1.0095 | 3.1404 | 0.4372 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 59.0909 | 60.6061 | 57.5758 | 59.0909 | 60.6061 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.3805 | 3.156 | 0.7151 | 0.6989 | 2.0412 | 0.3221 |
Largest Winning Trade | 168836 | 168836 | 54466 | 1878797 | 1878797 | 612915 |
Largest Losing Trade | -85795 | -45304 | -85795 | -1986218 | -736354 | -1986218 |
Avg Bars in Trades | 69 | 75 | 63 | 69 | 75 | 63 |
Avg Bars in Winners | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Losers | 45 | 64 | 26 | 45 | 64 | 26 |
Bars Traded | 4576 | 2484 | 2092 | 4576 | 2484 | 2092 |
Profit Streak | 60.9101 | 116.4101 | 0 | 60.9101 | 116.4101 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -281733 | -148007 | -579820 | -665562 | 357255 | -579820 |
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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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