Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205108.8169 | 296831.3446 | -91722.5277 | -865045.6311 | 1025403.4381 | -1890449.0692 |
Total P&L (%) | 205.1088 | 296.8313 | -91.7225 | -865.0456 | 1025.4034 | -1890.4491 |
Avg Daily Profit (%) | 0.1092 | 0.1581 | -0.0488 | 0 | 0.129 | 0 |
Buy And Hold Return (%) | 35.6849 | 35.6849 | 35.6849 | 35.6849 | 35.6849 | 35.6849 |
Max Trade Drawdown | -361575 | -108098 | -287512 | -6051538 | -2125834 | -5437985 |
Profit Factor | 1.284 | 2.1152 | 0.7988 | 0.9248 | 1.2302 | 0.7321 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 45 | 21 | 24 | 47 | 23 | 24 |
Losing Trades | 19 | 11 | 8 | 17 | 9 | 8 |
Profitability (%) | 70.3125 | 65.625 | 75 | 73.4375 | 71.875 | 75 |
Ratio Avg Win / Avg Loss | 0.5421 | 1.1079 | 0.2663 | 0.3345 | 0.4814 | 0.244 |
Largest Winning Trade | 83474 | 83474 | 44088 | 1014995 | 718235 | 1014995 |
Largest Losing Trade | -233582 | -49709 | -233582 | -4771108 | -1270709 | -4771108 |
Avg Bars in Trades | 83 | 97 | 69 | 83 | 97 | 69 |
Avg Bars in Winners | 57 | 64 | 50 | 63 | 68 | 59 |
Avg Bars in Losers | 146 | 160 | 127 | 138 | 173 | 99 |
Bars Traded | 5358 | 3128 | 2230 | 5358 | 3128 | 2230 |
Profit Streak | 15.7392 | 0 | 52.7392 | 0 | 83.0725 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189960 | 438023 | -577006 | -721239 | -19030 | -577569 |
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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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