Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2381792.7306 | 2580991.2012 | -199198.4706 | -98920.2969 | 255846.4426 | -354766.7395 |
Total P&L (%) | 2381.7927 | 2580.9912 | -199.1985 | -98.9203 | 255.8464 | -354.7667 |
Avg Daily Profit (%) | 1.069 | 1.1584 | -0.0894 | -0.203 | 0.057 | 0 |
Buy And Hold Return (%) | 675.5392 | 675.5392 | 675.5392 | 675.5392 | 675.5392 | 675.5392 |
Max Trade Drawdown | -264671 | -149176 | -172237 | -274555 | -9738 | -270604 |
Profit Factor | 3.6945 | 5.7135 | 0.4078 | 0.7464 | 9.5116 | 0.0146 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 55.914 | 56.5217 | 55.3191 | 55.914 | 56.5217 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.913 | 4.395 | 0.3294 | 0.5885 | 7.3166 | 0.0118 |
Largest Winning Trade | 2522571 | 2522571 | 15074 | 264584 | 264584 | 1477 |
Largest Losing Trade | -95983 | -58368 | -95983 | -264023 | -6462 | -264023 |
Avg Bars in Trades | 70 | 129 | 13 | 70 | 129 | 13 |
Avg Bars in Winners | 66 | 122 | 10 | 66 | 122 | 10 |
Avg Bars in Losers | 75 | 137 | 17 | 75 | 137 | 17 |
Bars Traded | 6587 | 5952 | 635 | 6587 | 5952 | 635 |
Profit Streak | 59.7507 | 59.7507 | 84.0841 | 59.7507 | 59.7507 | 84.0841 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 720071 | 752142 | -578768 | -578369 | -272592 | -578490 |
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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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