Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512434.4838 | 510529.28 | 1905.2038 | -38846.7318 | 3959426.743 | -3998273.4748 |
Total P&L (%) | 512.4345 | 510.5293 | 1.9052 | -38.8467 | 3959.4267 | -3998.2735 |
Avg Daily Profit (%) | 0.2049 | 0.2042 | 0.0008 | -0.0197 | 0.1482 | 0 |
Buy And Hold Return (%) | 890.0035 | 890.0035 | 890.0035 | 890.0035 | 890.0035 | 890.0035 |
Max Trade Drawdown | -156562 | -42536 | -141689 | -4282216 | -362989 | -4536101 |
Profit Factor | 2.0288 | 4.4918 | 1.0054 | 0.9945 | 4.7416 | 0.337 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 62.5 | 61.3636 | 63.6364 | 62.5 | 61.3636 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.2173 | 2.8282 | 0.5745 | 0.5967 | 2.9855 | 0.1926 |
Largest Winning Trade | 173379 | 173379 | 50814 | 2335799 | 2335799 | 265863 |
Largest Losing Trade | -97246 | -35420 | -97246 | -2696037 | -290934 | -2696037 |
Avg Bars in Trades | 51 | 66 | 37 | 51 | 66 | 37 |
Avg Bars in Winners | 57 | 60 | 54 | 57 | 60 | 54 |
Avg Bars in Losers | 42 | 74 | 7 | 42 | 74 | 7 |
Bars Traded | 4548 | 2910 | 1638 | 4548 | 2910 | 1638 |
Profit Streak | 68.6293 | 83.6293 | 0 | 68.6293 | 83.6293 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152261 | -147789 | -571980 | -578086 | 486685 | -578951 |
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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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