Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573687.2566 | 507424.5393 | 66262.7173 | -2152525.6453 | 6101826.3926 | -8254352.0378 |
Total P&L (%) | 573.6873 | 507.4245 | 66.2627 | -2152.5256 | 6101.8264 | -8254.352 |
Avg Daily Profit (%) | 0.2294 | 0.2029 | 0.0265 | 0 | 0.1652 | 0 |
Buy And Hold Return (%) | 915.3501 | 915.3501 | 915.3501 | 915.3501 | 915.3501 | 915.3501 |
Max Trade Drawdown | -112687 | -81405 | -112687 | -10694820 | -693035 | -10001785 |
Profit Factor | 2.7536 | 5.2356 | 1.3196 | 0.8204 | 5.5767 | 0.225 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 24 | 22 | 40 | 21 | 19 |
Losing Trades | 15 | 6 | 9 | 21 | 9 | 12 |
Profitability (%) | 75.4098 | 80 | 70.9677 | 65.5738 | 70 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.8979 | 1.3089 | 0.5398 | 0.4307 | 2.39 | 0.1421 |
Largest Winning Trade | 99695 | 99695 | 33548 | 4283343 | 4283343 | 472260 |
Largest Losing Trade | -112687 | -47069 | -112687 | -9738821 | -473653 | -9738821 |
Avg Bars in Trades | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Winners | 64 | 59 | 69 | 65 | 58 | 72 |
Avg Bars in Losers | 117 | 154 | 93 | 101 | 125 | 83 |
Bars Traded | 4732 | 2359 | 2373 | 4732 | 2359 | 2373 |
Profit Streak | 198.5401 | 698.0401 | 198.5401 | 0 | 0 | 0 |
Trades During Streak | 6 | 10 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -316279 | -145574 | -320675 | -744758 | 658104 | -579354 |
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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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