Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273386.033 | 1311626.0697 | -38240.0367 | 193320.9349 | 819386.9513 | -626066.0164 |
Total P&L (%) | 1273.386 | 1311.6261 | -38.24 | 193.3209 | 819.387 | -626.066 |
Avg Daily Profit (%) | 0.6943 | 0.7152 | -0.0209 | 0.0587 | 0.121 | 0 |
Buy And Hold Return (%) | 690.7995 | 690.7995 | 690.7995 | 690.7995 | 690.7995 | 690.7995 |
Max Trade Drawdown | -199474 | -110710 | -152559 | -3458629 | -2532913 | -3091651 |
Profit Factor | 2.7961 | 4.6592 | 0.8909 | 1.0158 | 1.1244 | 0.8898 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 47.4359 | 46.1538 | 48.7179 | 47.4359 | 46.1538 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.0984 | 5.4357 | 0.9378 | 1.1256 | 1.3119 | 0.9367 |
Largest Winning Trade | 985182 | 985182 | 55869 | 2454645 | 2454645 | 1108975 |
Largest Losing Trade | -55223 | -45957 | -55223 | -1198915 | -1198915 | -1168807 |
Avg Bars in Trades | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Winners | 121 | 120 | 121 | 121 | 120 | 121 |
Avg Bars in Losers | 60 | 54 | 66 | 60 | 54 | 66 |
Bars Traded | 6948 | 3317 | 3631 | 6948 | 3317 | 3631 |
Profit Streak | 0 | 98.9084 | 0 | 0 | 98.9084 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30108 | 414238 | -581255 | -523294 | -223421 | -581255 |
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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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