Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941214.0315 | 864157.2698 | 77056.7618 | -3543304.3027 | -243286.4948 | -3300017.808 |
Total P&L (%) | 941.214 | 864.1573 | 77.0568 | -3543.3043 | -243.2865 | -3300.0178 |
Avg Daily Profit (%) | 0.4231 | 0.3885 | 0.0346 | 0 | 0 | 0 |
Buy And Hold Return (%) | 306.4434 | 306.4434 | 306.4434 | 306.4434 | 306.4434 | 306.4434 |
Max Trade Drawdown | -124416 | -69562 | -193603 | -6411803 | -1738917 | -5273060 |
Profit Factor | 2.1611 | 3.4714 | 1.1672 | 0.7899 | 0.9669 | 0.6532 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 50 | 26 | 24 | 58 | 31 | 27 |
Losing Trades | 59 | 28 | 31 | 51 | 23 | 28 |
Profitability (%) | 45.8716 | 48.1481 | 43.6364 | 53.211 | 57.4074 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.5501 | 3.7384 | 1.5076 | 0.6946 | 0.7174 | 0.6774 |
Largest Winning Trade | 385138 | 385138 | 52707 | 1149632 | 1001655 | 1149632 |
Largest Losing Trade | -124416 | -41064 | -124416 | -1576749 | -1576749 | -1311457 |
Avg Bars in Trades | 59 | 56 | 62 | 59 | 56 | 62 |
Avg Bars in Winners | 77 | 69 | 86 | 52 | 51 | 53 |
Avg Bars in Losers | 44 | 43 | 44 | 67 | 61 | 72 |
Bars Traded | 6486 | 3036 | 3450 | 6486 | 3036 | 3450 |
Profit Streak | 0 | 0 | 0 | 53.0068 | 72.6734 | 53.0068 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348937 | -167758 | -530457 | -578599 | -758906 | -760201 |
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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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