Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467027.0033 | 568567.6811 | -101540.6778 | -8057813.1413 | 5269475.4257 | -13327288.5671 |
Total P&L (%) | 467.027 | 568.5677 | -101.5407 | -8057.8131 | 5269.4754 | -13327.2886 |
Avg Daily Profit (%) | 0.1868 | 0.2274 | -0.0406 | 0 | 0.1595 | 0 |
Buy And Hold Return (%) | 773.2618 | 773.2618 | 773.2618 | 773.2618 | 773.2618 | 773.2618 |
Max Trade Drawdown | -264167 | -48334 | -279496 | -18770473 | -2242440 | -17243640 |
Profit Factor | 1.698 | 3.6037 | 0.7747 | 0.7044 | 1.7922 | 0.3533 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 50 | 24 | 26 | 49 | 25 | 24 |
Losing Trades | 35 | 19 | 16 | 36 | 18 | 18 |
Profitability (%) | 58.8235 | 55.814 | 61.9048 | 57.6471 | 58.1395 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1886 | 2.8529 | 0.4768 | 0.5175 | 1.2904 | 0.265 |
Largest Winning Trade | 179656 | 179656 | 64204 | 2902094 | 1550793 | 2902094 |
Largest Losing Trade | -259338 | -46998 | -259338 | -14301259 | -2094076 | -14301259 |
Avg Bars in Trades | 57 | 61 | 52 | 57 | 61 | 52 |
Avg Bars in Winners | 55 | 57 | 53 | 57 | 59 | 55 |
Avg Bars in Losers | 60 | 68 | 52 | 57 | 65 | 49 |
Bars Traded | 4881 | 2662 | 2219 | 4881 | 2662 | 2219 |
Profit Streak | 0 | 0 | 0 | 63.9188 | 63.9188 | 85.9188 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154792 | -149930 | -579191 | -578586 | 414753 | -579250 |
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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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