Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542970.6265 | 548511.1335 | -5540.5071 | -20317075.7113 | 4425634.4179 | -24742710.1292 |
Total P&L (%) | 542.9706 | 548.5111 | -5.5405 | -20317.0757 | 4425.6344 | -24742.7101 |
Avg Daily Profit (%) | 0.2171 | 0.2194 | -0.0022 | 0 | 0.1526 | 0 |
Buy And Hold Return (%) | 934.596 | 934.596 | 934.596 | 934.596 | 934.596 | 934.596 |
Max Trade Drawdown | -218052 | -65624 | -218052 | -33475463 | -4565230 | -28910233 |
Profit Factor | 2.2429 | 5.9942 | 0.9831 | 0.4635 | 1.6194 | 0.1946 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 22 | 23 | 44 | 21 | 23 |
Losing Trades | 17 | 9 | 8 | 18 | 10 | 8 |
Profitability (%) | 72.5806 | 70.9677 | 74.1935 | 70.9677 | 67.7419 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.8473 | 2.4522 | 0.3419 | 0.1896 | 0.7711 | 0.0677 |
Largest Winning Trade | 203633 | 203633 | 35281 | 3526467 | 3526467 | 1018341 |
Largest Losing Trade | -218052 | -43400 | -218052 | -28910233 | -4565230 | -28910233 |
Avg Bars in Trades | 73 | 73 | 74 | 73 | 73 | 74 |
Avg Bars in Winners | 71 | 68 | 73 | 66 | 58 | 73 |
Avg Bars in Losers | 80 | 84 | 75 | 91 | 104 | 75 |
Bars Traded | 4576 | 2276 | 2300 | 4576 | 2276 | 2300 |
Profit Streak | 199.9847 | 519.4847 | 0 | 0 | 0 | 0 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -311082 | -145019 | -577681 | -736559 | 310020 | -577681 |
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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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