Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497998.0918 | 663427.7963 | -165429.7046 | -2630588.7027 | 2848514.5354 | -5479103.2381 |
Total P&L (%) | 497.9981 | 663.4278 | -165.4297 | -2630.5887 | 2848.5145 | -5479.1032 |
Avg Daily Profit (%) | 0.2786 | 0.3712 | -0.0926 | 0 | 0.1895 | 0 |
Buy And Hold Return (%) | 266.6614 | 266.6614 | 266.6614 | 266.6614 | 266.6614 | 266.6614 |
Max Trade Drawdown | -340363 | -78344 | -325382 | -10297716 | -2870474 | -10706222 |
Profit Factor | 1.6984 | 4.0636 | 0.6668 | 0.88 | 1.3731 | 0.6167 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 19 | 23 | 45 | 28 | 17 |
Losing Trades | 52 | 28 | 24 | 49 | 19 | 30 |
Profitability (%) | 44.6809 | 40.4255 | 48.9362 | 47.8723 | 59.5745 | 36.1702 |
Ratio Avg Win / Avg Loss | 2.1028 | 5.9884 | 0.6958 | 0.9583 | 0.9318 | 1.0883 |
Largest Winning Trade | 495223 | 495223 | 53291 | 2931486 | 2745573 | 2931486 |
Largest Losing Trade | -277795 | -43251 | -277795 | -2682945 | -2313830 | -2682945 |
Avg Bars in Trades | 54 | 41 | 66 | 54 | 41 | 66 |
Avg Bars in Winners | 88 | 69 | 103 | 36 | 36 | 37 |
Avg Bars in Losers | 26 | 22 | 31 | 70 | 49 | 83 |
Bars Traded | 5096 | 1951 | 3145 | 5096 | 1951 | 3145 |
Profit Streak | 40.6433 | 41.6433 | 0 | 0 | 0 | 43.3099 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 88921 | 355707 | -581110 | -581354 | 292837 | -583855 |
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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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