Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651748.8356 | 686648.6977 | -34899.8621 | -767246.1707 | 1039449.5211 | -1806695.6918 |
Total P&L (%) | 651.7488 | 686.6487 | -34.8999 | -767.2462 | 1039.4495 | -1806.6957 |
Avg Daily Profit (%) | 0.3507 | 0.3695 | -0.0188 | 0 | 0.131 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -280888 | -115324 | -215375 | -2683658 | -805546 | -2656119 |
Profit Factor | 2.1001 | 3.3962 | 0.8859 | 0.8429 | 1.6334 | 0.4427 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 10 | 15 | 28 | 11 | 17 |
Losing Trades | 36 | 21 | 15 | 33 | 20 | 13 |
Profitability (%) | 40.9836 | 32.2581 | 50 | 45.9016 | 35.4839 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.0241 | 7.1319 | 0.8859 | 0.9934 | 2.9698 | 0.3386 |
Largest Winning Trade | 758973 | 758973 | 47090 | 662710 | 662710 | 287640 |
Largest Losing Trade | -215375 | -51704 | -215375 | -2389146 | -379159 | -2389146 |
Avg Bars in Trades | 87 | 73 | 101 | 87 | 73 | 101 |
Avg Bars in Winners | 158 | 130 | 177 | 147 | 152 | 143 |
Avg Bars in Losers | 38 | 46 | 26 | 37 | 30 | 47 |
Bars Traded | 5345 | 2290 | 3055 | 5345 | 2290 | 3055 |
Profit Streak | 0 | 0 | 0 | 16.9399 | 16.9399 | 59.9399 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156464 | 325490 | -580825 | -747303 | -19721 | -578567 |
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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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