Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2154842.4576 | 2199103.7276 | -44261.2701 | -203724.3052 | -119315.4849 | -84408.8203 |
Total P&L (%) | 2154.8425 | 2199.1037 | -44.2613 | -203.7243 | -119.3155 | -84.4088 |
Avg Daily Profit (%) | 0.9672 | 0.987 | -0.0199 | 0 | 0 | -0.0834 |
Buy And Hold Return (%) | 535.3391 | 535.3391 | 535.3391 | 535.3391 | 535.3391 | 535.3391 |
Max Trade Drawdown | -99157 | -84778 | -69885 | -283964 | -218435 | -140130 |
Profit Factor | 4.2604 | 9.1866 | 0.8872 | 0.7948 | 0.7618 | 0.8284 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 16 | 15 | 37 | 18 | 19 |
Losing Trades | 38 | 18 | 20 | 32 | 16 | 16 |
Profitability (%) | 44.9275 | 47.0588 | 42.8571 | 53.6232 | 52.9412 | 54.2857 |
Ratio Avg Win / Avg Loss | 5.2225 | 10.3349 | 1.1829 | 0.6874 | 0.6772 | 0.6976 |
Largest Winning Trade | 2088677 | 2088677 | 51733 | 96050 | 96050 | 87569 |
Largest Losing Trade | -106244 | -37805 | -106244 | -134406 | -134406 | -106244 |
Avg Bars in Trades | 62 | 62 | 63 | 62 | 62 | 63 |
Avg Bars in Winners | 76 | 64 | 89 | 52 | 59 | 45 |
Avg Bars in Losers | 51 | 59 | 44 | 74 | 64 | 85 |
Bars Traded | 4336 | 2108 | 2228 | 4336 | 2108 | 2228 |
Profit Streak | 0 | 57.5075 | 0 | 34.5075 | 0 | 43.0075 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89886 | 688690 | -581898 | -685766 | -580413 | -579679 |
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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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