Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509176.9965 | 521925.3886 | -12748.3921 | -8546602.9137 | 4309112.1243 | -12855715.0379 |
Total P&L (%) | 509.177 | 521.9254 | -12.7484 | -8546.6029 | 4309.1121 | -12855.715 |
Avg Daily Profit (%) | 0.2036 | 0.2087 | -0.0051 | 0 | 0.1515 | 0 |
Buy And Hold Return (%) | 804.5153 | 804.5153 | 804.5153 | 804.5153 | 804.5153 | 804.5153 |
Max Trade Drawdown | -219226 | -94564 | -189082 | -15214582 | -2813516 | -14012801 |
Profit Factor | 2.1097 | 4.3445 | 0.9579 | 0.5649 | 2.0318 | 0.1689 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 20 | 23 | 43 | 21 | 22 |
Losing Trades | 20 | 11 | 9 | 20 | 10 | 10 |
Profitability (%) | 68.254 | 64.5161 | 71.875 | 68.254 | 67.7419 | 68.75 |
Ratio Avg Win / Avg Loss | 0.9812 | 2.3895 | 0.3748 | 0.2628 | 0.9675 | 0.0768 |
Largest Winning Trade | 136658 | 136658 | 35723 | 3667816 | 3667816 | 364691 |
Largest Losing Trade | -183888 | -43720 | -183888 | -12445502 | -2813516 | -12445502 |
Avg Bars in Trades | 75 | 72 | 77 | 75 | 72 | 77 |
Avg Bars in Winners | 65 | 56 | 73 | 65 | 60 | 71 |
Avg Bars in Losers | 96 | 101 | 89 | 95 | 98 | 92 |
Bars Traded | 4731 | 2243 | 2488 | 4731 | 2243 | 2488 |
Profit Streak | 126.2216 | 126.2216 | 201.7216 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -303757 | -147943 | -576998 | -729411 | 355363 | -578379 |
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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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