Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475603.5782 | 746258.4109 | -270654.8327 | -935555.8219 | 3494793.2885 | -4430349.1104 |
Total P&L (%) | 475.6036 | 746.2584 | -270.6548 | -935.5558 | 3494.7933 | -4430.3491 |
Avg Daily Profit (%) | 0.2511 | 0.394 | -0.1429 | 0 | 0.1893 | 0 |
Buy And Hold Return (%) | 218.9897 | 218.9897 | 218.9897 | 218.9897 | 218.9897 | 218.9897 |
Max Trade Drawdown | -442649 | -140262 | -361824 | -4665219 | -1061022 | -5597597 |
Profit Factor | 1.6877 | 4.7542 | 0.4508 | 0.8892 | 3.2876 | 0.3594 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 18 | 19 | 44 | 28 | 16 |
Losing Trades | 38 | 20 | 18 | 31 | 10 | 21 |
Profitability (%) | 49.3333 | 47.3684 | 51.3514 | 58.6667 | 73.6842 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.7333 | 5.2825 | 0.4271 | 0.6265 | 1.1742 | 0.4717 |
Largest Winning Trade | 853121 | 853121 | 55197 | 900570 | 900570 | 544361 |
Largest Losing Trade | -341351 | -26109 | -341351 | -3568869 | -523533 | -3568869 |
Avg Bars in Trades | 48 | 41 | 55 | 48 | 41 | 55 |
Avg Bars in Winners | 59 | 37 | 80 | 42 | 44 | 37 |
Avg Bars in Losers | 37 | 44 | 29 | 57 | 30 | 70 |
Bars Traded | 3630 | 1560 | 2070 | 3630 | 1560 | 2070 |
Profit Streak | 16.0957 | 16.0957 | 45.5957 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54955 | 508638 | -580040 | -640654 | 583326 | -583400 |
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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) |
---|