Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632360.193 | 848835.0481 | -216474.8551 | -318884.5637 | 2950743.9145 | -3269628.4782 |
Total P&L (%) | 632.3602 | 848.835 | -216.4749 | -318.8846 | 2950.7439 | -3269.6285 |
Avg Daily Profit (%) | 0.337 | 0.4523 | -0.1154 | 0 | 0.1823 | 0 |
Buy And Hold Return (%) | 271.8412 | 271.8412 | 271.8412 | 271.8412 | 271.8412 | 271.8412 |
Max Trade Drawdown | -412829 | -120964 | -322506 | -4754208 | -339873 | -4845406 |
Profit Factor | 1.804 | 4.4382 | 0.5989 | 0.9463 | 4.9526 | 0.3705 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 64 | 29 | 35 | 51 | 28 | 23 |
Losing Trades | 55 | 31 | 24 | 68 | 32 | 36 |
Profitability (%) | 53.7815 | 48.3333 | 59.322 | 42.8571 | 46.6667 | 38.9831 |
Ratio Avg Win / Avg Loss | 1.5503 | 4.7442 | 0.4107 | 1.2618 | 5.6601 | 0.5799 |
Largest Winning Trade | 823478 | 823478 | 47999 | 1351371 | 1351371 | 1169154 |
Largest Losing Trade | -285137 | -49367 | -285137 | -2406460 | -192654 | -2406460 |
Avg Bars in Trades | 44 | 54 | 35 | 44 | 54 | 35 |
Avg Bars in Winners | 58 | 71 | 47 | 37 | 49 | 21 |
Avg Bars in Losers | 28 | 37 | 17 | 50 | 58 | 43 |
Bars Traded | 5322 | 3253 | 2069 | 5322 | 3253 | 2069 |
Profit Streak | 8.5836 | 8.5836 | 9.2502 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354387 | -154582 | -755583 | -581573 | -154830 | -762020 |
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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) |
---|