Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2629683.0299 | 2562733.7065 | 66949.3234 | -604586.5467 | -351401.8409 | -253184.7058 |
Total P&L (%) | 2629.683 | 2562.7337 | 66.9493 | -604.5865 | -351.4018 | -253.1847 |
Avg Daily Profit (%) | 1.1869 | 1.1567 | 0.0302 | 0 | 0 | 0 |
Buy And Hold Return (%) | 534.6774 | 534.6774 | 534.6774 | 534.6774 | 534.6774 | 534.6774 |
Max Trade Drawdown | -105802 | -58027 | -96481 | -1997663 | -1090613 | -1218122 |
Profit Factor | 5.1181 | 11.4538 | 1.1702 | 0.8814 | 0.8554 | 0.9051 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 19 | 17 | 41 | 21 | 20 |
Losing Trades | 41 | 20 | 21 | 36 | 18 | 18 |
Profitability (%) | 46.7532 | 48.7179 | 44.7368 | 53.2468 | 53.8462 | 52.6316 |
Ratio Avg Win / Avg Loss | 5.829 | 12.0567 | 1.4455 | 0.7739 | 0.7332 | 0.8146 |
Largest Winning Trade | 2294235 | 2294235 | 56151 | 486158 | 258482 | 486158 |
Largest Losing Trade | -102379 | -28190 | -102379 | -771794 | -771794 | -441611 |
Avg Bars in Trades | 171 | 158 | 184 | 171 | 158 | 184 |
Avg Bars in Winners | 263 | 232 | 297 | 89 | 85 | 93 |
Avg Bars in Losers | 90 | 87 | 93 | 264 | 242 | 285 |
Bars Traded | 13176 | 6171 | 7005 | 13176 | 6171 | 7005 |
Profit Streak | 0 | 0 | 0 | 152.4329 | 280.5995 | 152.4329 |
Trades During Streak | 0 | 0 | 0 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27562 | 720310 | -353659 | -625162 | -578887 | -579071 |
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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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