Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562079.0222 | 584556.4932 | -22477.471 | -5644604.2398 | 1487367.4764 | -7131971.7162 |
Total P&L (%) | 562.079 | 584.5565 | -22.4775 | -5644.6042 | 1487.3675 | -7131.9717 |
Avg Daily Profit (%) | 0.2522 | 0.2623 | -0.0101 | 0 | 0.1241 | 0 |
Buy And Hold Return (%) | 280.1749 | 280.1749 | 280.1749 | 280.1749 | 280.1749 | 280.1749 |
Max Trade Drawdown | -289258 | -55053 | -278890 | -18024530 | -9081763 | -14975568 |
Profit Factor | 1.7219 | 3.1211 | 0.9553 | 0.8785 | 1.076 | 0.735 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 25 | 24 | 49 | 27 | 22 |
Losing Trades | 39 | 19 | 20 | 39 | 17 | 22 |
Profitability (%) | 55.6818 | 56.8182 | 54.5455 | 55.6818 | 61.3636 | 50 |
Ratio Avg Win / Avg Loss | 1.3705 | 2.372 | 0.7961 | 0.6992 | 0.6775 | 0.735 |
Largest Winning Trade | 112011 | 112011 | 59012 | 4841652 | 3416117 | 4841652 |
Largest Losing Trade | -181794 | -35024 | -181794 | -6207632 | -5787678 | -6207632 |
Avg Bars in Trades | 98 | 75 | 121 | 98 | 75 | 121 |
Avg Bars in Winners | 124 | 82 | 168 | 74 | 64 | 86 |
Avg Bars in Losers | 66 | 67 | 65 | 129 | 94 | 157 |
Bars Traded | 8698 | 3341 | 5357 | 8698 | 3341 | 5357 |
Profit Streak | 0 | 0 | 0 | 63.8958 | 63.8958 | 154.6458 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 171366 | 329881 | -580130 | -578308 | -164041 | -579337 |
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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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