Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533435.1679 | 671034.8013 | -137599.6334 | -13836871.1863 | -6025093.0448 | -7811778.1416 |
Total P&L (%) | 533.4352 | 671.0348 | -137.5996 | -13836.8712 | -6025.093 | -7811.7781 |
Avg Daily Profit (%) | 0.2983 | 0.3753 | -0.077 | 0 | 0 | 0 |
Buy And Hold Return (%) | 324.3771 | 324.3771 | 324.3771 | 324.3771 | 324.3771 | 324.3771 |
Max Trade Drawdown | -373653 | -78391 | -439199 | -41592823 | -30685055 | -22455193 |
Profit Factor | 1.6463 | 3.9827 | 0.7708 | 0.8557 | 0.8655 | 0.847 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 20 | 24 | 43 | 25 | 18 |
Losing Trades | 38 | 21 | 17 | 39 | 16 | 23 |
Profitability (%) | 53.6585 | 48.7805 | 58.5366 | 52.439 | 60.9756 | 43.9024 |
Ratio Avg Win / Avg Loss | 1.4218 | 4.1818 | 0.546 | 0.7761 | 0.5539 | 1.0823 |
Largest Winning Trade | 345029 | 345029 | 61719 | 17542995 | 7867019 | 17542995 |
Largest Losing Trade | -359164 | -27022 | -359164 | -13788411 | -13788411 | -8935659 |
Avg Bars in Trades | 63 | 39 | 86 | 63 | 39 | 86 |
Avg Bars in Winners | 71 | 41 | 95 | 45 | 34 | 60 |
Avg Bars in Losers | 53 | 38 | 73 | 82 | 47 | 107 |
Bars Traded | 5176 | 1625 | 3551 | 5176 | 1625 | 3551 |
Profit Streak | 2.842 | 2.842 | 12.842 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7506 | 303078 | -579024 | -589239 | -579319 | -581446 |
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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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