Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679486.4805 | 660645.186 | 18841.2945 | 240798.018 | 5468344.8599 | -5227546.8419 |
Total P&L (%) | 679.4865 | 660.6452 | 18.8413 | 240.798 | 5468.3449 | -5227.5468 |
Avg Daily Profit (%) | 0.3262 | 0.3172 | 0.009 | 0.0589 | 0.1932 | 0 |
Buy And Hold Return (%) | 1089.5182 | 1089.5182 | 1089.5182 | 1089.5182 | 1089.5182 | 1089.5182 |
Max Trade Drawdown | -164563 | -54904 | -130328 | -5953406 | -920404 | -6027917 |
Profit Factor | 2.2437 | 3.9365 | 1.0586 | 1.0246 | 3.4645 | 0.3094 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 56.1798 | 57.7778 | 54.5455 | 56.1798 | 57.7778 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.7501 | 2.8767 | 0.8822 | 0.7992 | 2.5317 | 0.2578 |
Largest Winning Trade | 166189 | 166189 | 64150 | 3823702 | 3823702 | 620752 |
Largest Losing Trade | -93978 | -51201 | -93978 | -5755746 | -491096 | -5755746 |
Avg Bars in Trades | 277 | 297 | 257 | 277 | 297 | 257 |
Avg Bars in Winners | 303 | 263 | 346 | 303 | 263 | 346 |
Avg Bars in Losers | 244 | 343 | 149 | 244 | 343 | 149 |
Bars Traded | 24676 | 13366 | 11309 | 24676 | 13366 | 11309 |
Profit Streak | 128.4564 | 128.4564 | 134.0397 | 128.4564 | 128.4564 | 134.0397 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149967 | -147689 | -502616 | -472777 | 551474 | -579170 |
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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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