Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910317.7872 | 943476.7455 | -33158.9583 | 21843.699 | 402914.363 | -381070.6641 |
Total P&L (%) | 910.3178 | 943.4767 | -33.159 | 21.8437 | 402.9144 | -381.0707 |
Avg Daily Profit (%) | 0.4928 | 0.5108 | -0.018 | 0.0107 | 0.0875 | 0 |
Buy And Hold Return (%) | 176.6823 | 176.6823 | 176.6823 | 176.6823 | 176.6823 | 176.6823 |
Max Trade Drawdown | -273514 | -197758 | -75755 | -1428843 | -1011296 | -417547 |
Profit Factor | 2.88 | 4.0592 | 0.8114 | 1.0122 | 1.346 | 0.398 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 44.4444 | 41.9355 | 46.875 | 44.4444 | 41.9355 | 46.875 |
Ratio Avg Win / Avg Loss | 3.6 | 5.6204 | 0.9196 | 1.2652 | 1.8637 | 0.451 |
Largest Winning Trade | 1030593 | 1030593 | 31425 | 1354465 | 1354465 | 56232 |
Largest Losing Trade | -41254 | -41254 | -25365 | -313062 | -313062 | -192993 |
Avg Bars in Trades | 346 | 622 | 79 | 346 | 622 | 79 |
Avg Bars in Winners | 551 | 1076 | 96 | 551 | 1076 | 96 |
Avg Bars in Losers | 183 | 294 | 65 | 183 | 294 | 65 |
Bars Traded | 21860 | 19301 | 2559 | 21860 | 19301 | 2559 |
Profit Streak | 6.8449 | 0 | 26.2615 | 6.8449 | 0 | 26.2615 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137944 | 486587 | -581483 | -704232 | -82876 | -581483 |
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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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