Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749224.3014 | 664600.6099 | 84623.6914 | 7670703.4507 | 12141486.3208 | -4470782.8701 |
Total P&L (%) | 749.2243 | 664.6006 | 84.6237 | 7670.7035 | 12141.4863 | -4470.7829 |
Avg Daily Profit (%) | 0.2997 | 0.2658 | 0.0338 | 0.1742 | 0.1925 | 0 |
Buy And Hold Return (%) | 892.8483 | 892.8483 | 892.8483 | 892.8483 | 892.8483 | 892.8483 |
Max Trade Drawdown | -73026 | -66776 | -65646 | -7069350 | -1225713 | -6580516 |
Profit Factor | 2.4168 | 3.529 | 1.3181 | 1.5694 | 3.5401 | 0.4856 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Losing Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Profitability (%) | 56.0976 | 62.9032 | 49.1803 | 56.0976 | 62.9032 | 49.1803 |
Ratio Avg Win / Avg Loss | 1.8914 | 2.0812 | 1.3621 | 1.2282 | 2.0878 | 0.5018 |
Largest Winning Trade | 171052 | 171052 | 61684 | 7859138 | 7859138 | 657068 |
Largest Losing Trade | -49598 | -49598 | -36303 | -3791226 | -1022966 | -3791226 |
Avg Bars in Trades | 57 | 74 | 39 | 57 | 74 | 39 |
Avg Bars in Winners | 73 | 80 | 64 | 73 | 80 | 64 |
Avg Bars in Losers | 37 | 65 | 15 | 37 | 65 | 15 |
Bars Traded | 7062 | 4643 | 2419 | 7062 | 4643 | 2419 |
Profit Streak | 69.4032 | 74.4032 | 0 | 69.4032 | 74.4032 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150608 | -302411 | -475261 | 404016 | -137252 | -742777 |
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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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