Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838239.518 | 992381.4396 | -154141.9215 | 35193.3872 | 37267474.7243 | -37232281.3372 |
Total P&L (%) | 838.2395 | 992.3814 | -154.1419 | 35.1934 | 37267.4747 | -37232.2813 |
Avg Daily Profit (%) | 0.37 | 0.438 | -0.068 | 0.0133 | 0.2618 | 0 |
Buy And Hold Return (%) | 10421.627 | 10421.627 | 10421.627 | 10421.627 | 10421.627 | 10421.627 |
Max Trade Drawdown | -279918 | -147689 | -293144 | -53211798 | -4104901 | -52217928 |
Profit Factor | 2.1297 | 4.0927 | 0.634 | 1.0005 | 4.9504 | 0.3202 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 54 | 29 | 25 | 58 | 30 | 28 |
Losing Trades | 42 | 19 | 23 | 38 | 18 | 20 |
Profitability (%) | 56.25 | 60.4167 | 52.0833 | 60.4167 | 62.5 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.6565 | 2.6814 | 0.5832 | 0.6555 | 2.9702 | 0.2287 |
Largest Winning Trade | 453465 | 453465 | 38636 | 17792057 | 17792057 | 5697787 |
Largest Losing Trade | -125570 | -46852 | -125570 | -49106896 | -4104901 | -49106896 |
Avg Bars in Trades | 64 | 113 | 15 | 64 | 113 | 15 |
Avg Bars in Winners | 48 | 78 | 14 | 71 | 122 | 17 |
Avg Bars in Losers | 84 | 167 | 16 | 53 | 97 | 13 |
Bars Traded | 6193 | 5446 | 747 | 6193 | 5446 | 747 |
Profit Streak | 127.252 | 127.252 | 276.5854 | 127.252 | 127.252 | 316.252 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149718 | -145785 | -578769 | -559369 | 604282 | -577944 |
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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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