Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754717.6215 | 739176.7135 | 15540.908 | -1626110.1581 | 7211351.3088 | -8837461.4668 |
Total P&L (%) | 754.7176 | 739.1767 | 15.5409 | -1626.1102 | 7211.3513 | -8837.4615 |
Avg Daily Profit (%) | 0.3018 | 0.2956 | 0.0062 | 0 | 0.1718 | 0 |
Buy And Hold Return (%) | 638.1227 | 638.1227 | 638.1227 | 638.1227 | 638.1227 | 638.1227 |
Max Trade Drawdown | -133423 | -70365 | -149231 | -9755148 | -2013777 | -10736142 |
Profit Factor | 2.2753 | 3.7141 | 1.0486 | 0.9219 | 2.0677 | 0.3722 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 45 | 22 | 23 | 47 | 22 | 25 |
Losing Trades | 44 | 22 | 22 | 42 | 22 | 20 |
Profitability (%) | 50.5618 | 50 | 51.1111 | 52.809 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.2247 | 3.7141 | 1.0031 | 0.8239 | 2.0677 | 0.2978 |
Largest Winning Trade | 244100 | 244100 | 58672 | 3978264 | 3978264 | 1445168 |
Largest Losing Trade | -117243 | -41345 | -117243 | -9054123 | -934055 | -9054123 |
Avg Bars in Trades | 109 | 131 | 87 | 109 | 131 | 87 |
Avg Bars in Winners | 120 | 133 | 108 | 115 | 137 | 96 |
Avg Bars in Losers | 97 | 129 | 65 | 101 | 125 | 75 |
Bars Traded | 9712 | 5783 | 3929 | 9712 | 5783 | 3929 |
Profit Streak | 0 | 0 | 0 | 34.4814 | 34.4814 | 39.2314 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95383 | -100744 | -517105 | -578732 | 443801 | -578562 |
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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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