Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2297966.9002 | 2361324.1996 | -63357.2994 | -201267.171 | -185732.2831 | -15534.8879 |
Total P&L (%) | 2297.9669 | 2361.3242 | -63.3573 | -201.2672 | -185.7323 | -15.5349 |
Avg Daily Profit (%) | 1.0315 | 1.06 | -0.0284 | 0 | 0 | -0.0076 |
Buy And Hold Return (%) | 279.6264 | 279.6264 | 279.6264 | 279.6264 | 279.6264 | 279.6264 |
Max Trade Drawdown | -162687 | -82345 | -125611 | -647626 | -369762 | -309873 |
Profit Factor | 5.029 | 10.9311 | 0.8095 | 0.8575 | 0.7303 | 0.9785 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 37 | 19 | 18 | 43 | 21 | 22 |
Losing Trades | 46 | 22 | 24 | 40 | 20 | 20 |
Profitability (%) | 44.5783 | 46.3415 | 42.8571 | 51.8072 | 51.2195 | 52.381 |
Ratio Avg Win / Avg Loss | 6.2523 | 12.6571 | 1.0793 | 0.7977 | 0.6955 | 0.8896 |
Largest Winning Trade | 2438164 | 2438164 | 49417 | 135978 | 78458 | 135978 |
Largest Losing Trade | -114281 | -48405 | -114281 | -189909 | -189909 | -152274 |
Avg Bars in Trades | 102 | 80 | 123 | 102 | 80 | 123 |
Avg Bars in Winners | 157 | 132 | 184 | 47 | 31 | 63 |
Avg Bars in Losers | 57 | 36 | 77 | 161 | 132 | 189 |
Bars Traded | 8505 | 3316 | 5189 | 8505 | 3316 | 5189 |
Profit Streak | 0 | 0 | 0 | 86.0605 | 292.0605 | 86.0605 |
Trades During Streak | 0 | 0 | 0 | 8 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640698 | 739183 | -581845 | -580236 | -579129 | -579018 |
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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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