Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5280699.9832 | 5289881.3877 | -9181.4045 | -572920.5345 | -275927.5533 | -296992.9812 |
Total P&L (%) | 5280.7 | 5289.8814 | -9.1814 | -572.9205 | -275.9276 | -296.993 |
Avg Daily Profit (%) | 2.2249 | 2.2287 | -0.0039 | 0 | 0 | 0 |
Buy And Hold Return (%) | 556.25 | 556.25 | 556.25 | 556.25 | 556.25 | 556.25 |
Max Trade Drawdown | -187509 | -89080 | -162603 | -708206 | -405316 | -353311 |
Profit Factor | 11.5376 | 26.0699 | 0.9684 | 0.5968 | 0.6021 | 0.5918 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 15 | 21 | 48 | 26 | 22 |
Losing Trades | 56 | 31 | 25 | 44 | 20 | 24 |
Profitability (%) | 39.1304 | 32.6087 | 45.6522 | 52.1739 | 56.5217 | 47.8261 |
Ratio Avg Win / Avg Loss | 17.9474 | 53.8777 | 1.1528 | 0.5471 | 0.4632 | 0.6456 |
Largest Winning Trade | 5317820 | 5317820 | 69883 | 65738 | 65421 | 65738 |
Largest Losing Trade | -113636 | -40584 | -113636 | -290618 | -290618 | -174546 |
Avg Bars in Trades | 49 | 45 | 52 | 49 | 45 | 52 |
Avg Bars in Winners | 104 | 112 | 98 | 14 | 7 | 23 |
Avg Bars in Losers | 13 | 13 | 14 | 87 | 95 | 80 |
Bars Traded | 4532 | 2095 | 2437 | 4532 | 2095 | 2437 |
Profit Streak | 0 | 0 | 0 | 32.5197 | 54.0197 | 32.5197 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 682180 | 584811 | -580728 | -579254 | -579296 | -581009 |
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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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