Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020590.0565 | 1051222.6608 | -30632.6042 | -2135946.3348 | -1128872.583 | -1007073.7518 |
Total P&L (%) | 1020.5901 | 1051.2227 | -30.6326 | -2135.9463 | -1128.8726 | -1007.0738 |
Avg Daily Profit (%) | 0.4301 | 0.443 | -0.0129 | 0 | 0 | 0 |
Buy And Hold Return (%) | 555.3571 | 555.3571 | 555.3571 | 555.3571 | 555.3571 | 555.3571 |
Max Trade Drawdown | -201198 | -59971 | -247346 | -2765155 | -1592059 | -1274656 |
Profit Factor | 2.7112 | 5.7587 | 0.9184 | 0.6748 | 0.6442 | 0.7033 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 21 | 27 | 41 | 22 | 19 |
Losing Trades | 41 | 24 | 17 | 48 | 23 | 25 |
Profitability (%) | 53.9326 | 46.6667 | 61.3636 | 46.0674 | 48.8889 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.3158 | 6.5814 | 0.5783 | 0.79 | 0.6735 | 0.9254 |
Largest Winning Trade | 912438 | 912438 | 44900 | 677394 | 338277 | 677394 |
Largest Losing Trade | -162546 | -36636 | -162546 | -972025 | -972025 | -774322 |
Avg Bars in Trades | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Winners | 70 | 57 | 80 | 25 | 28 | 23 |
Avg Bars in Losers | 27 | 33 | 19 | 72 | 61 | 82 |
Bars Traded | 4518 | 2023 | 2495 | 4518 | 2023 | 2495 |
Profit Streak | 0 | 0 | 47.8695 | 43.3695 | 46.3695 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286328 | 346772 | -578685 | -581516 | -580586 | -583371 |
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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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