Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840038.9918 | 829781.0406 | 10257.9512 | -2043132.8292 | 684256.0445 | -2727388.8736 |
Total P&L (%) | 840.039 | 829.781 | 10.258 | -2043.1328 | 684.256 | -2727.3889 |
Avg Daily Profit (%) | 0.4633 | 0.4577 | 0.0057 | 0 | 0.1137 | 0 |
Buy And Hold Return (%) | 151.1301 | 151.1301 | 151.1301 | 151.1301 | 151.1301 | 151.1301 |
Max Trade Drawdown | -208376 | -124742 | -153581 | -4313246 | -1497286 | -3233104 |
Profit Factor | 2.2823 | 4.1016 | 1.0265 | 0.7428 | 1.1975 | 0.3911 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 25 | 26 | 48 | 23 | 25 |
Losing Trades | 41 | 21 | 20 | 44 | 23 | 21 |
Profitability (%) | 55.4348 | 54.3478 | 56.5217 | 52.1739 | 50 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.8348 | 3.4453 | 0.7896 | 0.6809 | 1.1975 | 0.3285 |
Largest Winning Trade | 398048 | 398048 | 62726 | 804115 | 804115 | 319204 |
Largest Losing Trade | -151155 | -66268 | -151155 | -1766869 | -1136549 | -1766869 |
Avg Bars in Trades | 75 | 87 | 63 | 75 | 87 | 63 |
Avg Bars in Winners | 98 | 110 | 87 | 79 | 96 | 63 |
Avg Bars in Losers | 46 | 59 | 32 | 70 | 77 | 63 |
Bars Traded | 6938 | 4012 | 2926 | 6938 | 4012 | 2926 |
Profit Streak | 146.0099 | 148.5099 | 146.0099 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575061 | 646912 | -542627 | -580250 | -45751 | -580140 |
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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) |
---|