Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794016.1264 | 741485.565 | 52530.5614 | 3377619.6332 | 6103757.6835 | -2726138.0503 |
Total P&L (%) | 794.0161 | 741.4856 | 52.5306 | 3377.6196 | 6103.7577 | -2726.1381 |
Avg Daily Profit (%) | 0.3175 | 0.2965 | 0.021 | 0.142 | 0.1652 | 0 |
Buy And Hold Return (%) | 899.4424 | 899.4424 | 899.4424 | 899.4424 | 899.4424 | 899.4424 |
Max Trade Drawdown | -114035 | -64476 | -84580 | -4502285 | -2585587 | -4652628 |
Profit Factor | 2.589 | 4.8391 | 1.1714 | 1.2727 | 2.2112 | 0.6288 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 52.5 | 57.5 | 47.5 | 52.5 | 57.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.3424 | 3.5768 | 1.2947 | 1.1515 | 1.6344 | 0.695 |
Largest Winning Trade | 312654 | 312654 | 59028 | 4984344 | 4984344 | 1121426 |
Largest Losing Trade | -53844 | -31048 | -53844 | -2271642 | -1706222 | -2271642 |
Avg Bars in Trades | 60 | 65 | 54 | 60 | 65 | 54 |
Avg Bars in Winners | 72 | 74 | 69 | 72 | 74 | 69 |
Avg Bars in Losers | 46 | 53 | 41 | 46 | 53 | 41 |
Bars Traded | 4812 | 2617 | 2195 | 4812 | 2617 | 2195 |
Profit Streak | 91.4387 | 123.4387 | 91.4387 | 91.4387 | 123.4387 | 91.4387 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174292 | -147671 | -362997 | -28032 | 481386 | -581163 |
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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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