Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1539687.9564 | 1570065.9131 | -30377.9567 | -389529.4136 | -91282.5788 | -298246.8348 |
Total P&L (%) | 1539.688 | 1570.0659 | -30.378 | -389.5294 | -91.2826 | -298.2468 |
Avg Daily Profit (%) | 0.6495 | 0.6623 | -0.0128 | 0 | -0.1029 | 0 |
Buy And Hold Return (%) | 488.3276 | 488.3276 | 488.3276 | 488.3276 | 488.3276 | 488.3276 |
Max Trade Drawdown | -236606 | -101898 | -183467 | -569483 | -251808 | -333479 |
Profit Factor | 3.295 | 6.5522 | 0.9217 | 0.7257 | 0.8581 | 0.6161 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 18 | 21 | 42 | 21 | 21 |
Losing Trades | 47 | 25 | 22 | 44 | 22 | 22 |
Profitability (%) | 45.3488 | 41.8605 | 48.8372 | 48.8372 | 48.8372 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.9709 | 9.1003 | 0.9656 | 0.7603 | 0.8989 | 0.6454 |
Largest Winning Trade | 1357948 | 1357948 | 58065 | 139917 | 139917 | 112811 |
Largest Losing Trade | -113636 | -50646 | -113636 | -164072 | -138646 | -164072 |
Avg Bars in Trades | 52 | 43 | 61 | 52 | 43 | 61 |
Avg Bars in Winners | 71 | 67 | 74 | 35 | 23 | 47 |
Avg Bars in Losers | 37 | 27 | 49 | 69 | 63 | 75 |
Bars Traded | 4550 | 1891 | 2659 | 4550 | 1891 | 2659 |
Profit Streak | 0 | 0 | 18.3771 | 15.8771 | 16.8771 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490499 | 521399 | -580616 | -580421 | -580607 | -581179 |
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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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