Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2319808.8999 | 2572506.2776 | -252697.3777 | -100000.5791 | 55265.3029 | -155265.8819 |
Total P&L (%) | 2319.8089 | 2572.5063 | -252.6974 | -100.0006 | 55.2653 | -155.2659 |
Avg Daily Profit (%) | 1.0484 | 1.1626 | -0.1142 | 0 | 0.0199 | 0 |
Buy And Hold Return (%) | 685.8598 | 685.8598 | 685.8598 | 685.8598 | 685.8598 | 685.8598 |
Max Trade Drawdown | -279454 | -158979 | -353084 | -300663 | -116249 | -189576 |
Profit Factor | 3.223 | 7.3432 | 0.6039 | 0.6852 | 1.4738 | 0.2275 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 22 | 25 | 51 | 27 | 24 |
Losing Trades | 51 | 27 | 24 | 47 | 22 | 25 |
Profitability (%) | 47.9592 | 44.898 | 51.0204 | 52.0408 | 55.102 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.4973 | 9.0121 | 0.5798 | 0.6314 | 1.2009 | 0.237 |
Largest Winning Trade | 2556033 | 2556033 | 53758 | 168979 | 168979 | 41267 |
Largest Losing Trade | -100121 | -56531 | -100121 | -179724 | -112312 | -179724 |
Avg Bars in Trades | 65 | 57 | 74 | 65 | 57 | 74 |
Avg Bars in Winners | 66 | 66 | 66 | 60 | 52 | 68 |
Avg Bars in Losers | 65 | 51 | 82 | 72 | 64 | 79 |
Bars Traded | 6466 | 2837 | 3629 | 6466 | 2837 | 3629 |
Profit Streak | 0 | 66.5421 | 0 | 26.8755 | 0 | 38.2088 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 584573 | 671335 | -580549 | -579711 | -330165 | -580533 |
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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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