Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558662.4165 | 505071.9214 | 53590.4951 | -16769947.496 | 21894461.1114 | -38664408.6074 |
Total P&L (%) | 558.6624 | 505.0719 | 53.5905 | -16769.9475 | 21894.4611 | -38664.4086 |
Avg Daily Profit (%) | 0.2234 | 0.202 | 0.0214 | 0 | 0.2159 | 0 |
Buy And Hold Return (%) | 868.4735 | 868.4735 | 868.4735 | 868.4735 | 868.4735 | 868.4735 |
Max Trade Drawdown | -173684 | -75488 | -165350 | -48428600 | -6197709 | -47587993 |
Profit Factor | 2.5886 | 5.8059 | 1.2173 | 0.7177 | 3.6844 | 0.2455 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 47 | 25 | 22 | 46 | 24 | 22 |
Losing Trades | 22 | 10 | 12 | 23 | 11 | 12 |
Profitability (%) | 68.1159 | 71.4286 | 64.7059 | 66.6667 | 68.5714 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.2117 | 2.3224 | 0.664 | 0.3588 | 1.6887 | 0.1339 |
Largest Winning Trade | 102541 | 102541 | 52111 | 11319568 | 11319568 | 2130714 |
Largest Losing Trade | -164863 | -45981 | -164863 | -46447288 | -3959296 | -46447288 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 60 | 62 | 58 | 58 | 58 | 58 |
Avg Bars in Losers | 82 | 76 | 87 | 85 | 83 | 88 |
Bars Traded | 4657 | 2315 | 2342 | 4657 | 2315 | 2342 |
Profit Streak | 77.7311 | 79.2311 | 0 | 0 | 0 | 82.7311 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -256808 | -146011 | -330206 | -684617 | 626465 | -578330 |
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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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