Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467830.3042 | 477876.4156 | -10046.1114 | -1939413.1878 | 4073426.4652 | -6012839.6529 |
Total P&L (%) | 467.8303 | 477.8764 | -10.0461 | -1939.4132 | 4073.4265 | -6012.8397 |
Avg Daily Profit (%) | 0.1872 | 0.1912 | -0.004 | 0 | 0.1494 | 0 |
Buy And Hold Return (%) | 735.1227 | 735.1227 | 735.1227 | 735.1227 | 735.1227 | 735.1227 |
Max Trade Drawdown | -174244 | -64335 | -152297 | -6458404 | -447816 | -6458404 |
Profit Factor | 1.9836 | 3.5887 | 0.9655 | 0.7919 | 3.6542 | 0.2276 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 22 | 24 | 48 | 24 | 24 |
Losing Trades | 29 | 15 | 14 | 27 | 13 | 14 |
Profitability (%) | 61.3333 | 59.4595 | 63.1579 | 64 | 64.8649 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.2505 | 2.4469 | 0.5632 | 0.4454 | 1.9794 | 0.1328 |
Largest Winning Trade | 101057 | 101057 | 52586 | 2279771 | 2279771 | 510757 |
Largest Losing Trade | -142390 | -53191 | -142390 | -6458404 | -427997 | -6458404 |
Avg Bars in Trades | 194 | 205 | 182 | 194 | 205 | 182 |
Avg Bars in Winners | 174 | 178 | 170 | 171 | 174 | 167 |
Avg Bars in Losers | 225 | 245 | 204 | 235 | 263 | 208 |
Bars Traded | 14559 | 7609 | 6950 | 14559 | 7609 | 6950 |
Profit Streak | 0 | 0 | 0 | 12.9609 | 59.6276 | 12.9609 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -215139 | -150240 | -579059 | -638882 | 560670 | -578450 |
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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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