Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702427.9341 | 1000325.7712 | -297897.8371 | -145440.1051 | -1953173.7249 | 1807733.6197 |
Total P&L (%) | 702.4279 | 1000.3258 | -297.8978 | -145.4401 | -1953.1737 | 1807.7336 |
Avg Daily Profit (%) | 0.3925 | 0.5589 | -0.1664 | 0 | 0 | 0.1649 |
Buy And Hold Return (%) | 222.4631 | 222.4631 | 222.4631 | 222.4631 | 222.4631 | 222.4631 |
Max Trade Drawdown | -363154 | -186353 | -383145 | -3215899 | -2787306 | -650109 |
Profit Factor | 1.7466 | 3.6028 | 0.4647 | 0.9638 | 0.3338 | 2.6632 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 17 | 19 | 43 | 24 | 19 |
Losing Trades | 42 | 22 | 20 | 35 | 15 | 20 |
Profitability (%) | 46.1538 | 43.5897 | 48.7179 | 55.1282 | 61.5385 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.0377 | 4.6625 | 0.4892 | 0.7845 | 0.2086 | 2.8033 |
Largest Winning Trade | 1034485 | 1034485 | 50528 | 2483356 | 206626 | 2483356 |
Largest Losing Trade | -281533 | -52530 | -281533 | -1670729 | -1670729 | -650109 |
Avg Bars in Trades | 133 | 171 | 95 | 133 | 171 | 95 |
Avg Bars in Winners | 141 | 182 | 105 | 123 | 159 | 78 |
Avg Bars in Losers | 126 | 163 | 85 | 144 | 190 | 110 |
Bars Traded | 10403 | 6693 | 3710 | 10403 | 6693 | 3710 |
Profit Streak | 0 | 0 | 41.8136 | 24.8136 | 31.3136 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30250 | 490410 | -580705 | -618347 | -578721 | 444222 |
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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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