Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1638132.8956 | 1846626.3624 | -208493.4668 | -99530.2991 | 451268.9468 | -550799.2459 |
Total P&L (%) | 1638.1329 | 1846.6264 | -208.4935 | -99.5303 | 451.2689 | -550.7992 |
Avg Daily Profit (%) | 0.8858 | 0.9985 | -0.1127 | -0.2895 | 0.0923 | 0 |
Buy And Hold Return (%) | 207.9417 | 207.9417 | 207.9417 | 207.9417 | 207.9417 | 207.9417 |
Max Trade Drawdown | -349941 | -215787 | -222988 | -2105340 | -1637070 | -544700 |
Profit Factor | 3.1061 | 5.4129 | 0.4198 | 0.9566 | 1.2633 | 0.0524 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 42.4242 | 36.3636 | 48.4848 | 42.4242 | 36.3636 | 48.4848 |
Ratio Avg Win / Avg Loss | 4.2154 | 9.4726 | 0.4461 | 1.2983 | 2.2107 | 0.0557 |
Largest Winning Trade | 1789195 | 1789195 | 39558 | 1994289 | 1994289 | 17289 |
Largest Losing Trade | -88532 | -80495 | -88532 | -1637070 | -1637070 | -320982 |
Avg Bars in Trades | 80 | 105 | 56 | 80 | 105 | 56 |
Avg Bars in Winners | 81 | 110 | 60 | 81 | 110 | 60 |
Avg Bars in Losers | 79 | 102 | 52 | 79 | 102 | 52 |
Bars Traded | 5330 | 3477 | 1853 | 5330 | 3477 | 1853 |
Profit Streak | 19.1704 | 0 | 139.1704 | 19.1704 | 0 | 139.1704 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111989 | 579895 | -580431 | -710276 | -79786 | -580431 |
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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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