Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611734.3162 | 541887.3228 | 69846.9934 | 2069450.0168 | 4710311.0422 | -2640861.0254 |
Total P&L (%) | 611.7343 | 541.8873 | 69.847 | 2069.45 | 4710.311 | -2640.861 |
Avg Daily Profit (%) | 0.3387 | 0.3 | 0.0387 | 0.1705 | 0.2147 | 0 |
Buy And Hold Return (%) | 797.1471 | 797.1471 | 797.1471 | 797.1471 | 797.1471 | 797.1471 |
Max Trade Drawdown | -164559 | -110154 | -88245 | -7100222 | -3762133 | -4176779 |
Profit Factor | 2.1647 | 3.1512 | 1.2555 | 1.1544 | 1.8749 | 0.6707 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 57.8947 | 61.7021 | 54.1667 | 57.8947 | 61.7021 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.5743 | 1.9559 | 1.0624 | 0.8396 | 1.1637 | 0.5676 |
Largest Winning Trade | 198418 | 198418 | 56699 | 2617644 | 2617644 | 1421746 |
Largest Losing Trade | -40948 | -39287 | -40948 | -3169899 | -1493210 | -3169899 |
Avg Bars in Trades | 72 | 109 | 37 | 72 | 109 | 37 |
Avg Bars in Winners | 85 | 128 | 37 | 85 | 128 | 37 |
Avg Bars in Losers | 55 | 77 | 37 | 55 | 77 | 37 |
Bars Traded | 6929 | 5140 | 1789 | 6929 | 5140 | 1789 |
Profit Streak | 0 | 197.0725 | 0 | 0 | 197.0725 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151160 | -148289 | -306583 | -46780 | 448466 | -580149 |
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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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