Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63040.7883 | 799972.4194 | -736931.631 | 27766020.7054 | -31848185.9307 | 59614206.636 |
Total P&L (%) | 63.0408 | 799.9724 | -736.9316 | 27766.0207 | -31848.1859 | 59614.2066 |
Avg Daily Profit (%) | 0.0279 | 0.3535 | -0.3256 | 0.2491 | 0 | 0.2829 |
Buy And Hold Return (%) | 11488.187 | 11488.187 | 11488.187 | 11488.187 | 11488.187 | 11488.187 |
Max Trade Drawdown | -760827 | -76945 | -834019 | -64118205 | -45796313 | -29814840 |
Profit Factor | 1.0434 | 3.8931 | 0.3729 | 1.1331 | 0.7259 | 1.6452 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 90 | 45 | 45 | 88 | 47 | 41 |
Losing Trades | 79 | 39 | 40 | 81 | 37 | 44 |
Profitability (%) | 53.2544 | 53.5714 | 52.9412 | 52.071 | 55.9524 | 48.2353 |
Ratio Avg Win / Avg Loss | 0.9159 | 3.374 | 0.3315 | 1.043 | 0.5715 | 1.7655 |
Largest Winning Trade | 486606 | 486606 | 38294 | 68560607 | 13480366 | 68560607 |
Largest Losing Trade | -728771 | -27750 | -728771 | -15637427 | -15637427 | -10551022 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 41 | 42 | 39 | 41 | 42 | 40 |
Avg Bars in Losers | 35 | 41 | 29 | 35 | 42 | 29 |
Bars Traded | 6505 | 3549 | 2955 | 6505 | 3549 | 2955 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -494558 | -149311 | -580723 | -68612 | -580335 | 347082 |
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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) |
---|