Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452442.3549 | 499567.6172 | -47125.2623 | -56390721.6207 | 17599049.5147 | -73989771.1354 |
Total P&L (%) | 452.4424 | 499.5676 | -47.1253 | -56390.7216 | 17599.0495 | -73989.7711 |
Avg Daily Profit (%) | 0.1809 | 0.1998 | -0.0188 | 0 | 0.2072 | 0 |
Buy And Hold Return (%) | 841.6545 | 841.6545 | 841.6545 | 841.6545 | 841.6545 | 841.6545 |
Max Trade Drawdown | -300851 | -59764 | -298645 | -86536880 | -729595 | -86536880 |
Profit Factor | 1.8941 | 6.7606 | 0.8876 | 0.3599 | 22.1465 | 0.1521 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 74 | 37 | 37 | 75 | 38 | 37 |
Losing Trades | 13 | 7 | 6 | 12 | 6 | 6 |
Profitability (%) | 85.0575 | 84.0909 | 86.0465 | 86.2069 | 86.3636 | 86.0465 |
Ratio Avg Win / Avg Loss | 0.3327 | 1.279 | 0.1439 | 0.0576 | 3.4968 | 0.0247 |
Largest Winning Trade | 127492 | 127492 | 42254 | 5835352 | 5835352 | 3719476 |
Largest Losing Trade | -298645 | -48765 | -298645 | -86536880 | -600927 | -86536880 |
Avg Bars in Trades | 53 | 54 | 51 | 53 | 54 | 51 |
Avg Bars in Winners | 29 | 27 | 32 | 32 | 31 | 32 |
Avg Bars in Losers | 186 | 199 | 170 | 185 | 199 | 170 |
Bars Traded | 4627 | 2394 | 2233 | 4627 | 2394 | 2233 |
Profit Streak | 0 | 0 | 0 | 167.1302 | 1088.6302 | 0 |
Trades During Streak | 0 | 0 | 0 | 1 | 18 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152610 | -146396 | -576250 | -575195 | 816994 | -576250 |
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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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