Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2451920.4406 | 2462601.1422 | -10680.7015 | -18581.5326 | 227178.4586 | -245759.9912 |
Total P&L (%) | 2451.9204 | 2462.6011 | -10.6807 | -18.5815 | 227.1785 | -245.76 |
Avg Daily Profit (%) | 1.0591 | 1.0638 | -0.0046 | -0.0089 | 0.0512 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230310 | -227254 | -57217 | -1138871 | -1032967 | -311094 |
Profit Factor | 4.8362 | 5.6072 | 0.8979 | 0.9906 | 1.1454 | 0.4209 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 46.9136 | 42.5 | 51.2195 | 46.9136 | 42.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 5.4725 | 7.5862 | 0.8552 | 1.121 | 1.5496 | 0.4009 |
Largest Winning Trade | 2531017 | 2531017 | 12567 | 1027910 | 1027910 | 80807 |
Largest Losing Trade | -59585 | -59585 | -17420 | -362265 | -362265 | -183001 |
Avg Bars in Trades | 109 | 215 | 6 | 109 | 215 | 6 |
Avg Bars in Winners | 128 | 279 | 5 | 128 | 279 | 5 |
Avg Bars in Losers | 92 | 168 | 6 | 92 | 168 | 6 |
Bars Traded | 8880 | 8630 | 250 | 8880 | 8630 | 250 |
Profit Streak | 7.3538 | 7.3538 | 174.3538 | 7.3538 | 7.3538 | 174.3538 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 185505 | 699374 | -579337 | -595024 | -186224 | -579337 |
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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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