Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471040.358 | 715943.3492 | -244902.9912 | -100517.4587 | 602199.6146 | -702717.0733 |
Total P&L (%) | 471.0404 | 715.9433 | -244.903 | -100.5175 | 602.1996 | -702.7171 |
Avg Daily Profit (%) | 0.2545 | 0.3868 | -0.1323 | 0 | 0.1054 | 0 |
Buy And Hold Return (%) | 99.5481 | 99.5481 | 99.5481 | 99.5481 | 99.5481 | 99.5481 |
Max Trade Drawdown | -385351 | -145342 | -332843 | -1055960 | -433354 | -741530 |
Profit Factor | 1.4878 | 2.8123 | 0.5709 | 0.9316 | 2.1038 | 0.2395 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 17 | 17 | 33 | 18 | 15 |
Losing Trades | 34 | 17 | 17 | 35 | 16 | 19 |
Profitability (%) | 50 | 50 | 50 | 48.5294 | 52.9412 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.4878 | 2.8123 | 0.5709 | 0.9881 | 1.87 | 0.3034 |
Largest Winning Trade | 685276 | 685276 | 65400 | 835500 | 835500 | 109452 |
Largest Losing Trade | -108681 | -53140 | -108681 | -439332 | -396279 | -439332 |
Avg Bars in Trades | 79 | 78 | 79 | 79 | 78 | 79 |
Avg Bars in Winners | 77 | 57 | 98 | 83 | 96 | 67 |
Avg Bars in Losers | 80 | 100 | 60 | 74 | 58 | 88 |
Bars Traded | 5377 | 2677 | 2700 | 5377 | 2677 | 2700 |
Profit Streak | 96.2892 | 96.2892 | 139.2892 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104354 | 573968 | -579834 | -695127 | -48189 | -583082 |
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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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