Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565632.6468 | 526255.7464 | 39376.9004 | 1013347.6107 | 4916041.8189 | -3902694.2083 |
Total P&L (%) | 565.6326 | 526.2557 | 39.3769 | 1013.3476 | 4916.0418 | -3902.6942 |
Avg Daily Profit (%) | 0.3131 | 0.2913 | 0.0218 | 0.1335 | 0.2169 | 0 |
Buy And Hold Return (%) | 711.8465 | 711.8465 | 711.8465 | 711.8465 | 711.8465 | 711.8465 |
Max Trade Drawdown | -159073 | -94977 | -218278 | -5938996 | -1995863 | -6569219 |
Profit Factor | 1.9801 | 3.1073 | 1.1203 | 1.0645 | 1.6977 | 0.5492 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 60.4651 | 67.4419 | 53.4884 | 60.4651 | 67.4419 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.2947 | 1.5001 | 0.9742 | 0.696 | 0.8196 | 0.4776 |
Largest Winning Trade | 209147 | 209147 | 74134 | 2127686 | 2127686 | 1250643 |
Largest Losing Trade | -54253 | -42801 | -54253 | -2613011 | -1680479 | -2613011 |
Avg Bars in Trades | 121 | 102 | 141 | 121 | 102 | 141 |
Avg Bars in Winners | 131 | 101 | 170 | 131 | 101 | 170 |
Avg Bars in Losers | 106 | 104 | 108 | 106 | 104 | 108 |
Bars Traded | 10481 | 4397 | 6084 | 10481 | 4397 | 6084 |
Profit Streak | 0 | 0 | 77.6229 | 0 | 0 | 77.6229 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152258 | -148710 | -418355 | -197765 | 391353 | -579717 |
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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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