Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53108.8859 | 310745.4093 | -257636.5235 | -4095032.4054 | 8192193.8716 | -12287226.277 |
Total P&L (%) | 53.1089 | 310.7454 | -257.6365 | -4095.0324 | 8192.1939 | -12287.2263 |
Avg Daily Profit (%) | 0.024 | 0.1406 | -0.1166 | 0 | 0.2001 | 0 |
Buy And Hold Return (%) | 520.8212 | 520.8212 | 520.8212 | 520.8212 | 520.8212 | 520.8212 |
Max Trade Drawdown | -419754 | -114954 | -398645 | -10674454 | -3947954 | -12444985 |
Profit Factor | 1.0633 | 1.9634 | 0.5008 | 0.8544 | 1.6612 | 0.2194 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 63 | 28 | 35 | 45 | 28 | 17 |
Losing Trades | 34 | 20 | 14 | 52 | 20 | 32 |
Profitability (%) | 64.9485 | 58.3333 | 71.4286 | 46.3918 | 58.3333 | 34.6939 |
Ratio Avg Win / Avg Loss | 0.5739 | 1.4024 | 0.2003 | 0.9873 | 1.1866 | 0.413 |
Largest Winning Trade | 86184 | 86184 | 22479 | 4207950 | 4207950 | 958149 |
Largest Losing Trade | -398645 | -52879 | -398645 | -6863070 | -1759647 | -6863070 |
Avg Bars in Trades | 130 | 234 | 28 | 130 | 234 | 28 |
Avg Bars in Winners | 83 | 154 | 25 | 175 | 262 | 32 |
Avg Bars in Losers | 218 | 346 | 35 | 91 | 195 | 26 |
Bars Traded | 12657 | 11260 | 1397 | 12657 | 11260 | 1397 |
Profit Streak | 64.9001 | 0 | 307.5668 | 0 | 297.9001 | 0 |
Trades During Streak | 1 | 0 | 7 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -476052 | -167345 | -576195 | -581922 | 453241 | -586356 |
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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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