Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763526.4462 | 748769.3431 | 14757.103 | 1734949.6367 | 5490617.6197 | -3755667.983 |
Total P&L (%) | 763.5264 | 748.7693 | 14.7571 | 1734.9496 | 5490.6176 | -3755.668 |
Avg Daily Profit (%) | 0.4175 | 0.4094 | 0.0081 | 0.1592 | 0.2202 | 0 |
Buy And Hold Return (%) | 807.4874 | 807.4874 | 807.4874 | 807.4874 | 807.4874 | 807.4874 |
Max Trade Drawdown | -175523 | -93439 | -130253 | -8464233 | -4082322 | -6800613 |
Profit Factor | 2.1748 | 3.5861 | 1.0409 | 1.0896 | 1.6913 | 0.6711 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 40.6977 | 44.186 | 37.2093 | 40.6977 | 44.186 | 37.2093 |
Ratio Avg Win / Avg Loss | 3.169 | 4.5298 | 1.7566 | 1.5877 | 2.1364 | 1.1326 |
Largest Winning Trade | 244413 | 244413 | 68695 | 3584424 | 3584424 | 1236847 |
Largest Losing Trade | -26971 | -26971 | -26616 | -1713693 | -1031032 | -1713693 |
Avg Bars in Trades | 40 | 30 | 50 | 40 | 30 | 50 |
Avg Bars in Winners | 68 | 42 | 99 | 68 | 42 | 99 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 3499 | 1313 | 2186 | 3499 | 1313 | 2186 |
Profit Streak | 48.1265 | 176.6265 | 0 | 48.1265 | 176.6265 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154570 | -150046 | -527122 | -121890 | 375381 | -584034 |
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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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