Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123842.8131 | 1163201.279 | -39358.4659 | -775035.3155 | 2104310.3182 | -2879345.6337 |
Total P&L (%) | 1123.8428 | 1163.2013 | -39.3585 | -775.0353 | 2104.3103 | -2879.3456 |
Avg Daily Profit (%) | 0.6 | 0.621 | -0.021 | 0 | 0.1653 | 0 |
Buy And Hold Return (%) | 642.1348 | 642.1348 | 642.1348 | 642.1348 | 642.1348 | 642.1348 |
Max Trade Drawdown | -166329 | -105501 | -158869 | -4251145 | -712732 | -3876116 |
Profit Factor | 2.8927 | 5.7212 | 0.8867 | 0.8866 | 2.091 | 0.4128 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 18 | 21 | 42 | 24 | 18 |
Losing Trades | 39 | 21 | 18 | 36 | 15 | 21 |
Profitability (%) | 50 | 46.1538 | 53.8462 | 53.8462 | 61.5385 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.8927 | 6.6747 | 0.76 | 0.7599 | 1.3069 | 0.4816 |
Largest Winning Trade | 941868 | 941868 | 64498 | 528093 | 528093 | 375523 |
Largest Losing Trade | -124854 | -36769 | -124854 | -1738194 | -495380 | -1738194 |
Avg Bars in Trades | 67 | 61 | 73 | 67 | 61 | 73 |
Avg Bars in Winners | 94 | 76 | 109 | 51 | 58 | 41 |
Avg Bars in Losers | 41 | 48 | 32 | 87 | 66 | 101 |
Bars Traded | 5285 | 2403 | 2882 | 5285 | 2403 | 2882 |
Profit Streak | 0 | 0 | 0 | 53.8161 | 53.8161 | 62.8161 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30352 | 372211 | -580258 | -617586 | 368702 | -580864 |
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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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