Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593040.8061 | 567601.5545 | 25439.2516 | -21261053.9693 | 10676942.0442 | -31937996.0136 |
Total P&L (%) | 593.0408 | 567.6016 | 25.4393 | -21261.054 | 10676.942 | -31937.996 |
Avg Daily Profit (%) | 0.2372 | 0.227 | 0.0102 | 0 | 0.1873 | 0 |
Buy And Hold Return (%) | 900.0321 | 900.0321 | 900.0321 | 900.0321 | 900.0321 | 900.0321 |
Max Trade Drawdown | -214369 | -58161 | -190586 | -37972664 | -6707275 | -34708052 |
Profit Factor | 2.2303 | 4.6535 | 1.0779 | 0.5694 | 2.0296 | 0.1811 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 23 | 25 | 48 | 24 | 24 |
Losing Trades | 29 | 15 | 14 | 29 | 14 | 15 |
Profitability (%) | 62.3377 | 60.5263 | 64.1026 | 62.3377 | 63.1579 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.3475 | 3.0349 | 0.6036 | 0.344 | 1.1839 | 0.1132 |
Largest Winning Trade | 109196 | 109196 | 42265 | 8775336 | 8775336 | 1185049 |
Largest Losing Trade | -187308 | -38807 | -187308 | -31489633 | -6707275 | -31489633 |
Avg Bars in Trades | 94 | 94 | 93 | 94 | 94 | 93 |
Avg Bars in Winners | 85 | 81 | 88 | 85 | 86 | 84 |
Avg Bars in Losers | 109 | 115 | 102 | 108 | 109 | 107 |
Bars Traded | 7258 | 3608 | 3651 | 7258 | 3608 | 3651 |
Profit Streak | 118.6887 | 118.6887 | 198.022 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197337 | -148026 | -478723 | -625178 | 446193 | -579261 |
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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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