Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610494.3677 | 570860.8762 | 39633.4915 | -15466874.8247 | 12469792.2034 | -27936667.0282 |
Total P&L (%) | 610.4944 | 570.8609 | 39.6335 | -15466.8748 | 12469.7922 | -27936.667 |
Avg Daily Profit (%) | 0.2442 | 0.2283 | 0.0159 | 0 | 0.1935 | 0 |
Buy And Hold Return (%) | 780.178 | 780.178 | 780.178 | 780.178 | 780.178 | 780.178 |
Max Trade Drawdown | -197453 | -62668 | -173983 | -33138967 | -4941887 | -32067816 |
Profit Factor | 2.3493 | 4.4541 | 1.138 | 0.6419 | 2.403 | 0.1856 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 62.6506 | 65.8537 | 59.5238 | 62.6506 | 65.8537 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.4006 | 2.3095 | 0.7738 | 0.3827 | 1.246 | 0.1262 |
Largest Winning Trade | 157017 | 157017 | 36947 | 9292402 | 9292402 | 1055075 |
Largest Losing Trade | -166577 | -43917 | -166577 | -29604227 | -4593883 | -29604227 |
Avg Bars in Trades | 116 | 119 | 113 | 116 | 119 | 113 |
Avg Bars in Winners | 119 | 122 | 116 | 110 | 116 | 104 |
Avg Bars in Losers | 111 | 112 | 109 | 126 | 124 | 127 |
Bars Traded | 9662 | 4880 | 4782 | 9662 | 4880 | 4782 |
Profit Streak | 81.4628 | 84.4628 | 81.4628 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152396 | -147454 | -405991 | -580137 | 487448 | -579500 |
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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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