Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884512.9564 | 957846.7233 | -73333.7669 | -256878.3549 | 5534252.0592 | -5791130.4141 |
Total P&L (%) | 884.513 | 957.8467 | -73.3338 | -256.8784 | 5534.2521 | -5791.1304 |
Avg Daily Profit (%) | 0.4697 | 0.5087 | -0.0389 | 0 | 0.2143 | 0 |
Buy And Hold Return (%) | 274.7384 | 274.7384 | 274.7384 | 274.7384 | 274.7384 | 274.7384 |
Max Trade Drawdown | -261911 | -140475 | -144845 | -6617357 | -1436466 | -6749365 |
Profit Factor | 2.3852 | 3.3928 | 0.6922 | 0.9725 | 3.405 | 0.1786 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 17 | 18 | 41 | 22 | 19 |
Losing Trades | 36 | 18 | 18 | 30 | 13 | 17 |
Profitability (%) | 49.2958 | 48.5714 | 50 | 57.7465 | 62.8571 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.4534 | 3.5924 | 0.6922 | 0.7116 | 2.012 | 0.1598 |
Largest Winning Trade | 812027 | 812027 | 31214 | 1803616 | 1803616 | 491219 |
Largest Losing Trade | -127886 | -62009 | -127886 | -6267448 | -1436466 | -6267448 |
Avg Bars in Trades | 50 | 88 | 14 | 50 | 88 | 14 |
Avg Bars in Winners | 50 | 88 | 14 | 53 | 86 | 14 |
Avg Bars in Losers | 50 | 87 | 13 | 47 | 91 | 13 |
Bars Traded | 3597 | 3092 | 505 | 3597 | 3092 | 505 |
Profit Streak | 0 | 180.3993 | 0 | 35.3993 | 0 | 97.3993 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79580 | 549963 | -580502 | -670230 | 587835 | -579183 |
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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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