Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1210325.602 | 1255014.5991 | -44688.9971 | -176524.6912 | 5467250.8329 | -5643775.5241 |
Total P&L (%) | 1210.3256 | 1255.0146 | -44.689 | -176.5247 | 5467.2508 | -5643.7755 |
Avg Daily Profit (%) | 0.5357 | 0.5554 | -0.0198 | 0 | 0.1781 | 0 |
Buy And Hold Return (%) | 472.2175 | 472.2175 | 472.2175 | 472.2175 | 472.2175 | 472.2175 |
Max Trade Drawdown | -153475 | -113047 | -111121 | -7588973 | -319387 | -7642100 |
Profit Factor | 3.0968 | 5.411 | 0.8473 | 0.9796 | 10.4516 | 0.3009 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 17 | 19 | 33 | 22 | 11 |
Losing Trades | 28 | 15 | 13 | 31 | 10 | 21 |
Profitability (%) | 56.25 | 53.125 | 59.375 | 51.5625 | 68.75 | 34.375 |
Ratio Avg Win / Avg Loss | 2.4086 | 4.7745 | 0.5798 | 0.9202 | 4.7507 | 0.5745 |
Largest Winning Trade | 904839 | 904839 | 53858 | 3254402 | 3254402 | 1946497 |
Largest Losing Trade | -104913 | -42367 | -104913 | -7332221 | -238465 | -7332221 |
Avg Bars in Trades | 65 | 90 | 39 | 65 | 90 | 39 |
Avg Bars in Winners | 78 | 114 | 45 | 71 | 87 | 40 |
Avg Bars in Losers | 48 | 63 | 31 | 58 | 98 | 39 |
Bars Traded | 4166 | 2896 | 1270 | 4166 | 2896 | 1270 |
Profit Streak | 0 | 0 | 0 | 198.729 | 198.729 | 199.229 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129365 | 580659 | -579595 | -722688 | 711110 | -585910 |
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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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