Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287177.7282 | 1331172.5783 | -43994.85 | -207862.081 | -45889.3086 | -161972.7724 |
Total P&L (%) | 1287.1777 | 1331.1726 | -43.9949 | -207.8621 | -45.8893 | -161.9728 |
Avg Daily Profit (%) | 0.5416 | 0.5601 | -0.0185 | 0 | -0.0258 | 0 |
Buy And Hold Return (%) | 241.2893 | 241.2893 | 241.2893 | 241.2893 | 241.2893 | 241.2893 |
Max Trade Drawdown | -226917 | -123411 | -219509 | -239904 | -109467 | -181643 |
Profit Factor | 3.0094 | 5.885 | 0.8805 | 0.5757 | 0.7888 | 0.4059 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 15 | 15 | 31 | 15 | 16 |
Losing Trades | 38 | 19 | 19 | 37 | 19 | 18 |
Profitability (%) | 44.1176 | 44.1176 | 44.1176 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.8119 | 7.4544 | 1.1153 | 0.6871 | 0.9991 | 0.4567 |
Largest Winning Trade | 1139387 | 1139387 | 64036 | 23652 | 23652 | 22731 |
Largest Losing Trade | -108382 | -47693 | -108382 | -44852 | -43112 | -44852 |
Avg Bars in Trades | 66 | 67 | 66 | 66 | 67 | 66 |
Avg Bars in Winners | 86 | 86 | 86 | 52 | 51 | 53 |
Avg Bars in Losers | 51 | 52 | 50 | 78 | 79 | 77 |
Bars Traded | 4543 | 2289 | 2254 | 4543 | 2289 | 2254 |
Profit Streak | 0 | 0 | 0 | 33.1194 | 33.1194 | 163.1194 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100469 | 585587 | -581416 | -695275 | -582541 | -581360 |
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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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