Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009402.9913 | 1156314.6114 | -146911.6201 | -168981.4038 | 39296.762 | -208278.1658 |
Total P&L (%) | 1009.403 | 1156.3146 | -146.9116 | -168.9814 | 39.2968 | -208.2782 |
Avg Daily Profit (%) | 0.5429 | 0.622 | -0.079 | 0 | 0.0178 | 0 |
Buy And Hold Return (%) | 126.567 | 126.567 | 126.567 | 126.567 | 126.567 | 126.567 |
Max Trade Drawdown | -237222 | -87371 | -204523 | -2057162 | -906360 | -1349299 |
Profit Factor | 2.2786 | 5.7474 | 0.7309 | 0.9584 | 1.0272 | 0.9203 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 12 | 14 | 31 | 17 | 14 |
Losing Trades | 35 | 19 | 16 | 30 | 14 | 16 |
Profitability (%) | 42.623 | 38.7097 | 46.6667 | 50.8197 | 54.8387 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.0673 | 9.1 | 0.8353 | 0.9275 | 0.8459 | 1.0518 |
Largest Winning Trade | 1075940 | 1075940 | 76949 | 863564 | 505731 | 863564 |
Largest Losing Trade | -150024 | -25576 | -150024 | -707702 | -413983 | -707702 |
Avg Bars in Trades | 178 | 171 | 185 | 178 | 171 | 185 |
Avg Bars in Winners | 299 | 280 | 315 | 93 | 108 | 75 |
Avg Bars in Losers | 88 | 102 | 71 | 265 | 247 | 281 |
Bars Traded | 10879 | 5314 | 5565 | 10879 | 5314 | 5565 |
Profit Streak | 61.1707 | 61.1707 | 163.6707 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152864 | 580190 | -581155 | -746671 | -526509 | -580455 |
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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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