Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659959.8232 | 565911.5007 | 94048.3225 | -7120588.6726 | 15251441.2844 | -22372029.957 |
Total P&L (%) | 659.9598 | 565.9115 | 94.0483 | -7120.5887 | 15251.4413 | -22372.03 |
Avg Daily Profit (%) | 0.2638 | 0.2262 | 0.0376 | 0 | 0.2014 | 0 |
Buy And Hold Return (%) | 841.3381 | 841.3381 | 841.3381 | 841.3381 | 841.3381 | 841.3381 |
Max Trade Drawdown | -120783 | -34428 | -121115 | -29453163 | -1956479 | -27639720 |
Profit Factor | 3.2328 | 7.0308 | 1.4662 | 0.7833 | 4.6203 | 0.2192 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 50 | 25 | 25 | 53 | 25 | 28 |
Losing Trades | 44 | 22 | 22 | 41 | 22 | 19 |
Profitability (%) | 53.1915 | 53.1915 | 53.1915 | 56.383 | 53.1915 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.8449 | 6.1871 | 1.2903 | 0.606 | 4.0659 | 0.1488 |
Largest Winning Trade | 146601 | 146601 | 33817 | 11138533 | 11138533 | 1503134 |
Largest Losing Trade | -120783 | -21832 | -120783 | -27094862 | -1777579 | -27094862 |
Avg Bars in Trades | 49 | 43 | 54 | 49 | 43 | 54 |
Avg Bars in Winners | 59 | 51 | 66 | 53 | 46 | 59 |
Avg Bars in Losers | 37 | 34 | 40 | 43 | 40 | 46 |
Bars Traded | 4606 | 2050 | 2556 | 4606 | 2050 | 2556 |
Profit Streak | 92.8715 | 92.8715 | 99.8715 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149391 | -147934 | -306310 | -579699 | 578196 | -579455 |
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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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