Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650581.8008 | 934266.2099 | -283684.4091 | -492804.1046 | -6674478.7023 | 6181674.5977 |
Total P&L (%) | 650.5818 | 934.2662 | -283.6844 | -492.8041 | -6674.4787 | 6181.6746 |
Avg Daily Profit (%) | 0.3579 | 0.514 | -0.1561 | 0 | 0 | 0.228 |
Buy And Hold Return (%) | 679.437 | 679.437 | 679.437 | 679.437 | 679.437 | 679.437 |
Max Trade Drawdown | -307427 | -121365 | -295535 | -9265826 | -11044330 | -2018107 |
Profit Factor | 1.6425 | 3.6592 | 0.5709 | 0.9772 | 0.593 | 2.1746 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 42 | 22 | 20 | 45 | 22 | 23 |
Losing Trades | 47 | 23 | 24 | 44 | 23 | 21 |
Profitability (%) | 47.191 | 48.8889 | 45.4545 | 50.5618 | 48.8889 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.8381 | 3.8255 | 0.6851 | 0.9555 | 0.6199 | 1.9855 |
Largest Winning Trade | 557636 | 557636 | 79636 | 3801387 | 2358957 | 3801387 |
Largest Losing Trade | -289679 | -46323 | -289679 | -5718293 | -5718293 | -1066115 |
Avg Bars in Trades | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Winners | 69 | 58 | 80 | 50 | 58 | 42 |
Avg Bars in Losers | 51 | 58 | 45 | 70 | 58 | 83 |
Bars Traded | 5342 | 2623 | 2719 | 5342 | 2623 | 2719 |
Profit Streak | 5.8634 | 11.8634 | 0 | 0 | 0 | 165.53 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153434 | -31299 | -582487 | -580467 | -581144 | 510439 |
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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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