Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373810.8345 | 518424.5525 | -144613.7181 | 9033867.2751 | 2365589.8138 | 6668277.4613 |
Total P&L (%) | 373.8108 | 518.4246 | -144.6137 | 9033.8673 | 2365.5898 | 6668.2775 |
Avg Daily Profit (%) | 0.2063 | 0.2861 | -0.0798 | 0.2495 | 0.177 | 0.2329 |
Buy And Hold Return (%) | 576.7439 | 576.7439 | 576.7439 | 576.7439 | 576.7439 | 576.7439 |
Max Trade Drawdown | -208863 | -71069 | -225053 | -3767548 | -2359778 | -2586669 |
Profit Factor | 1.5463 | 3.7294 | 0.7074 | 1.6676 | 1.3212 | 2.0811 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 27 | 31 | 44 | 26 | 18 |
Losing Trades | 36 | 20 | 16 | 50 | 21 | 29 |
Profitability (%) | 61.7021 | 57.4468 | 65.9574 | 46.8085 | 55.3191 | 38.2979 |
Ratio Avg Win / Avg Loss | 0.9598 | 2.7625 | 0.3651 | 1.895 | 1.0671 | 3.3528 |
Largest Winning Trade | 175114 | 175114 | 55272 | 5206667 | 2272804 | 5206667 |
Largest Losing Trade | -191952 | -31707 | -191952 | -2267659 | -2267659 | -742552 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 25 | 25 | 25 | 43 | 34 | 54 |
Avg Bars in Losers | 53 | 57 | 48 | 30 | 44 | 20 |
Bars Traded | 3419 | 1841 | 1577 | 3419 | 1841 | 1577 |
Profit Streak | 46.8114 | 116.3114 | 0 | 46.8114 | 116.3114 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155854 | -147706 | -578628 | 402747 | 290950 | 281006 |
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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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