Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594269.6571 | 531250.9392 | 63018.7179 | -3047962.1437 | 5400319.9257 | -8448282.0694 |
Total P&L (%) | 594.2697 | 531.2509 | 63.0187 | -3047.9621 | 5400.3199 | -8448.2821 |
Avg Daily Profit (%) | 0.2378 | 0.2126 | 0.0252 | 0 | 0.1605 | 0 |
Buy And Hold Return (%) | 570.7628 | 570.7628 | 570.7628 | 570.7628 | 570.7628 | 570.7628 |
Max Trade Drawdown | -142059 | -56023 | -134032 | -9608802 | -749182 | -9192441 |
Profit Factor | 2.486 | 4.7289 | 1.2448 | 0.7526 | 4.2057 | 0.2056 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 58 | 29 | 29 | 57 | 29 | 28 |
Losing Trades | 21 | 11 | 10 | 22 | 11 | 11 |
Profitability (%) | 73.4177 | 72.5 | 74.359 | 72.1519 | 72.5 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.9001 | 1.7937 | 0.4292 | 0.2905 | 1.5953 | 0.0808 |
Largest Winning Trade | 131823 | 131823 | 33893 | 3576358 | 3576358 | 343285 |
Largest Losing Trade | -134032 | -51943 | -134032 | -8927710 | -657253 | -8927710 |
Avg Bars in Trades | 186 | 201 | 171 | 186 | 201 | 171 |
Avg Bars in Winners | 172 | 178 | 166 | 175 | 183 | 166 |
Avg Bars in Losers | 226 | 262 | 186 | 216 | 248 | 184 |
Bars Traded | 14761 | 8063 | 6698 | 14761 | 8063 | 6698 |
Profit Streak | 106.2405 | 141.0739 | 106.2405 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169253 | -146130 | -323145 | -608906 | 642857 | -577932 |
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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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