Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854185.4211 | 743986.178 | 110199.2431 | 11335145.8087 | 15399923.5614 | -4064777.7527 |
Total P&L (%) | 854.1854 | 743.9862 | 110.1992 | 11335.1458 | 15399.9236 | -4064.7778 |
Avg Daily Profit (%) | 0.3416 | 0.2975 | 0.0441 | 0.1897 | 0.2019 | 0 |
Buy And Hold Return (%) | 810.3985 | 810.3985 | 810.3985 | 810.3985 | 810.3985 | 810.3985 |
Max Trade Drawdown | -67894 | -57275 | -64040 | -7514488 | -1045721 | -7691569 |
Profit Factor | 3.034 | 5.3717 | 1.4412 | 1.906 | 6.8095 | 0.5878 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 47.2222 | 51.8519 | 42.5926 | 47.2222 | 51.8519 | 42.5926 |
Ratio Avg Win / Avg Loss | 3.391 | 4.988 | 1.9425 | 2.1303 | 6.3231 | 0.7922 |
Largest Winning Trade | 292766 | 292766 | 60641 | 10368195 | 10368195 | 1735268 |
Largest Losing Trade | -52039 | -20455 | -52039 | -7238476 | -352828 | -7238476 |
Avg Bars in Trades | 63 | 65 | 61 | 63 | 65 | 61 |
Avg Bars in Winners | 96 | 97 | 96 | 96 | 97 | 96 |
Avg Bars in Losers | 34 | 31 | 36 | 34 | 31 | 36 |
Bars Traded | 6880 | 3543 | 3337 | 6880 | 3543 | 3337 |
Profit Streak | 66.0147 | 221.348 | 0 | 66.0147 | 221.348 | 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 | -134158 | -327297 | -480704 | 408031 | -161876 | -763714 |
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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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