Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433476.5744 | 425519.9288 | 7956.6456 | -1217361.3498 | 6000044.4235 | -7217405.7733 |
Total P&L (%) | 433.4766 | 425.5199 | 7.9566 | -1217.3614 | 6000.0444 | -7217.4058 |
Avg Daily Profit (%) | 0.1734 | 0.1702 | 0.0032 | 0 | 0.1646 | 0 |
Buy And Hold Return (%) | 919.544 | 919.544 | 919.544 | 919.544 | 919.544 | 919.544 |
Max Trade Drawdown | -155046 | -67771 | -146345 | -8118263 | -946597 | -8151488 |
Profit Factor | 2.29 | 5.7269 | 1.0323 | 0.8872 | 6.4956 | 0.2561 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 22 | 22 | 45 | 23 | 22 |
Losing Trades | 18 | 9 | 9 | 17 | 8 | 9 |
Profitability (%) | 70.9677 | 70.9677 | 70.9677 | 72.5806 | 74.1935 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.9368 | 2.3428 | 0.4223 | 0.3352 | 2.2593 | 0.1048 |
Largest Winning Trade | 111888 | 111888 | 44774 | 3475095 | 3475095 | 369635 |
Largest Losing Trade | -123360 | -41405 | -123360 | -8118263 | -579103 | -8118263 |
Avg Bars in Trades | 147 | 139 | 156 | 147 | 139 | 156 |
Avg Bars in Winners | 137 | 123 | 151 | 137 | 128 | 146 |
Avg Bars in Losers | 173 | 178 | 169 | 176 | 171 | 180 |
Bars Traded | 9165 | 4319 | 4846 | 9165 | 4319 | 4846 |
Profit Streak | 71.4095 | 115.9095 | 0 | 0 | 0 | 85.6595 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312025 | -146447 | -538277 | -736350 | 685541 | -577541 |
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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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