Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715702.1851 | 612332.047 | 103370.1381 | -2202121.0088 | 9654639.9105 | -11856760.9193 |
Total P&L (%) | 715.7022 | 612.332 | 103.3701 | -2202.121 | 9654.6399 | -11856.7609 |
Avg Daily Profit (%) | 0.2862 | 0.2449 | 0.0413 | 0 | 0.1834 | 0 |
Buy And Hold Return (%) | 872.2203 | 872.2203 | 872.2203 | 872.2203 | 872.2203 | 872.2203 |
Max Trade Drawdown | -106418 | -32080 | -122762 | -15011481 | -2411332 | -15084617 |
Profit Factor | 2.7099 | 6.4064 | 1.3386 | 0.9091 | 2.6285 | 0.3517 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 26 | 21 | 43 | 23 | 20 |
Losing Trades | 36 | 15 | 21 | 40 | 18 | 22 |
Profitability (%) | 56.6265 | 63.4146 | 50 | 51.8072 | 56.0976 | 47.619 |
Ratio Avg Win / Avg Loss | 2.0757 | 3.696 | 1.3386 | 0.8456 | 2.0571 | 0.3869 |
Largest Winning Trade | 121409 | 121409 | 54181 | 7026154 | 7026154 | 1486430 |
Largest Losing Trade | -106418 | -32080 | -106418 | -13635737 | -1448593 | -13635737 |
Avg Bars in Trades | 84 | 85 | 84 | 84 | 85 | 84 |
Avg Bars in Winners | 95 | 85 | 108 | 95 | 82 | 109 |
Avg Bars in Losers | 70 | 84 | 60 | 73 | 88 | 61 |
Bars Traded | 7032 | 3498 | 3535 | 7032 | 3498 | 3535 |
Profit Streak | 17.3539 | 0 | 32.6872 | 0 | 71.6872 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151682 | -147053 | -302556 | -581821 | 514538 | -581660 |
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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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