Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666796.9955 | 847762.4076 | -180965.4121 | -1556562.9718 | -71728.6519 | -1484834.3198 |
Total P&L (%) | 666.797 | 847.7624 | -180.9654 | -1556.563 | -71.7287 | -1484.8343 |
Avg Daily Profit (%) | 0.3539 | 0.45 | -0.0961 | 0 | -0.067 | 0 |
Buy And Hold Return (%) | 289.0527 | 289.0527 | 289.0527 | 289.0527 | 289.0527 | 289.0527 |
Max Trade Drawdown | -315495 | -66004 | -365468 | -2739053 | -941780 | -2115838 |
Profit Factor | 1.9272 | 5.4507 | 0.6577 | 0.67 | 0.9534 | 0.5326 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 49 | 24 | 25 | 30 | 16 | 14 |
Losing Trades | 37 | 19 | 18 | 56 | 27 | 29 |
Profitability (%) | 56.9767 | 55.814 | 58.1395 | 34.8837 | 37.2093 | 32.5581 |
Ratio Avg Win / Avg Loss | 1.4552 | 4.3152 | 0.4736 | 1.2506 | 1.6089 | 1.1033 |
Largest Winning Trade | 841212 | 841212 | 61254 | 360352 | 256192 | 360352 |
Largest Losing Trade | -289228 | -27269 | -289228 | -766521 | -551514 | -766521 |
Avg Bars in Trades | 42 | 35 | 48 | 42 | 35 | 48 |
Avg Bars in Winners | 53 | 46 | 61 | 32 | 41 | 23 |
Avg Bars in Losers | 27 | 22 | 32 | 47 | 32 | 61 |
Bars Traded | 3646 | 1541 | 2105 | 3646 | 1541 | 2105 |
Profit Streak | 0 | 0 | 0 | 34.8681 | 34.8681 | 38.3681 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294936 | 573610 | -579672 | -583767 | -582381 | -585297 |
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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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