Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122412.911 | 1323266.9956 | -200854.0845 | -158957.1786 | 16429118.6775 | -16588075.8561 |
Total P&L (%) | 1122.4129 | 1323.267 | -200.8541 | -158.9572 | 16429.1187 | -16588.0759 |
Avg Daily Profit (%) | 0.4952 | 0.5838 | -0.0886 | 0 | 0.2256 | 0 |
Buy And Hold Return (%) | 9758.4691 | 9758.4691 | 9758.4691 | 9758.4691 | 9758.4691 | 9758.4691 |
Max Trade Drawdown | -377855 | -209578 | -254361 | -17570285 | -111616 | -17818925 |
Profit Factor | 1.9662 | 3.2995 | 0.6574 | 0.9915 | 36.3609 | 0.0864 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 88 | 44 | 44 | 112 | 58 | 54 |
Losing Trades | 101 | 50 | 51 | 77 | 36 | 41 |
Profitability (%) | 46.5608 | 46.8085 | 46.3158 | 59.2593 | 61.7021 | 56.8421 |
Ratio Avg Win / Avg Loss | 2.2566 | 3.7495 | 0.762 | 0.6816 | 22.5688 | 0.0656 |
Largest Winning Trade | 767489 | 767489 | 34088 | 12870452 | 12870452 | 585093 |
Largest Losing Trade | -109712 | -33626 | -109712 | -17570285 | -99286 | -17570285 |
Avg Bars in Trades | 46 | 61 | 31 | 46 | 61 | 31 |
Avg Bars in Winners | 58 | 74 | 41 | 44 | 61 | 25 |
Avg Bars in Losers | 36 | 50 | 23 | 50 | 62 | 39 |
Bars Traded | 8834 | 5809 | 3025 | 8834 | 5809 | 3025 |
Profit Streak | 84.5846 | 84.5846 | 102.0846 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150376 | -148734 | -581155 | -578588 | 324001 | -580191 |
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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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