Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345630.969 | 383849.98 | -38219.011 | -7384139.3048 | 4268670.4736 | -11652809.7783 |
Total P&L (%) | 345.631 | 383.85 | -38.219 | -7384.1393 | 4268.6705 | -11652.8098 |
Avg Daily Profit (%) | 0.1382 | 0.1535 | -0.0153 | 0 | 0.1512 | 0 |
Buy And Hold Return (%) | 898.5498 | 898.5498 | 898.5498 | 898.5498 | 898.5498 | 898.5498 |
Max Trade Drawdown | -203143 | -58726 | -203143 | -13938196 | -878372 | -13517255 |
Profit Factor | 1.8675 | 5.7513 | 0.8797 | 0.5623 | 3.5895 | 0.2344 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 41 | 22 | 19 | 40 | 21 | 19 |
Losing Trades | 20 | 9 | 11 | 21 | 10 | 11 |
Profitability (%) | 67.2131 | 70.9677 | 63.3333 | 65.5738 | 67.7419 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.911 | 2.3528 | 0.5093 | 0.2952 | 1.7093 | 0.1357 |
Largest Winning Trade | 69472 | 69472 | 44541 | 1511175 | 1511175 | 772476 |
Largest Losing Trade | -203143 | -40402 | -203143 | -13517255 | -598132 | -13517255 |
Avg Bars in Trades | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Winners | 62 | 61 | 64 | 59 | 54 | 64 |
Avg Bars in Losers | 101 | 110 | 95 | 106 | 118 | 95 |
Bars Traded | 4615 | 2336 | 2279 | 4615 | 2336 | 2279 |
Profit Streak | 173.0752 | 404.0752 | 0 | 0 | 0 | 0 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -336703 | -146567 | -579097 | -744758 | 543092 | -579097 |
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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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