Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821733.8529 | 857482.6804 | -35748.8275 | -860752.5727 | 4875790.5058 | -5736543.0785 |
Total P&L (%) | 821.7339 | 857.4827 | -35.7488 | -860.7526 | 4875.7905 | -5736.5431 |
Avg Daily Profit (%) | 0.4568 | 0.4766 | -0.0199 | 0 | 0.2174 | 0 |
Buy And Hold Return (%) | 189.9898 | 189.9898 | 189.9898 | 189.9898 | 189.9898 | 189.9898 |
Max Trade Drawdown | -144585 | -102189 | -224129 | -4909111 | -1139905 | -6458489 |
Profit Factor | 2.2769 | 4.9333 | 0.916 | 0.9137 | 4.1611 | 0.3199 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 19 | 19 | 43 | 26 | 17 |
Losing Trades | 38 | 19 | 19 | 33 | 12 | 21 |
Profitability (%) | 50 | 50 | 50 | 56.5789 | 68.4211 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.2769 | 4.9333 | 0.916 | 0.7012 | 1.9205 | 0.3952 |
Largest Winning Trade | 652326 | 652326 | 61645 | 1255464 | 1255464 | 1081247 |
Largest Losing Trade | -144585 | -29829 | -144585 | -3188389 | -607355 | -3188389 |
Avg Bars in Trades | 90 | 62 | 118 | 90 | 62 | 118 |
Avg Bars in Winners | 117 | 77 | 156 | 66 | 60 | 75 |
Avg Bars in Losers | 63 | 46 | 81 | 121 | 64 | 153 |
Bars Traded | 6878 | 2359 | 4520 | 6878 | 2359 | 4520 |
Profit Streak | 0 | 0 | 0 | 138.6596 | 148.1596 | 138.6596 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41143 | 590231 | -580764 | -632009 | 688284 | -581851 |
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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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