Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734013.3522 | 626832.7933 | 107180.5589 | -1488024.1957 | 19078183.87 | -20566208.0657 |
Total P&L (%) | 734.0134 | 626.8328 | 107.1806 | -1488.0242 | 19078.1839 | -20566.2081 |
Avg Daily Profit (%) | 0.2934 | 0.2506 | 0.0428 | 0 | 0.2103 | 0 |
Buy And Hold Return (%) | 809.395 | 809.395 | 809.395 | 809.395 | 809.395 | 809.395 |
Max Trade Drawdown | -104185 | -51591 | -104185 | -26246235 | -838200 | -26056457 |
Profit Factor | 3.1368 | 5.5757 | 1.519 | 0.9502 | 8.2342 | 0.2451 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 23 | 25 | 51 | 23 | 28 |
Losing Trades | 44 | 23 | 21 | 41 | 23 | 18 |
Profitability (%) | 52.1739 | 50 | 54.3478 | 55.4348 | 50 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.8754 | 5.5757 | 1.276 | 0.7639 | 8.2342 | 0.1576 |
Largest Winning Trade | 146950 | 146950 | 42532 | 13495391 | 13495391 | 1329203 |
Largest Losing Trade | -104185 | -17390 | -104185 | -25898536 | -411584 | -25898536 |
Avg Bars in Trades | 50 | 43 | 56 | 50 | 43 | 56 |
Avg Bars in Winners | 61 | 48 | 74 | 56 | 43 | 66 |
Avg Bars in Losers | 37 | 38 | 35 | 42 | 43 | 40 |
Bars Traded | 4606 | 2010 | 2596 | 4606 | 2010 | 2596 |
Profit Streak | 94.8053 | 98.3053 | 0 | 0 | 0 | 180.8053 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149860 | -148457 | -299395 | -579828 | 602210 | -577911 |
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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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