Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680071.2585 | 591830.5853 | 88240.6732 | 3514459.8916 | 6044654.1914 | -2530194.2998 |
Total P&L (%) | 680.0713 | 591.8306 | 88.2407 | 3514.4599 | 6044.6542 | -2530.1943 |
Avg Daily Profit (%) | 0.2719 | 0.2366 | 0.0353 | 0.1435 | 0.1648 | 0 |
Buy And Hold Return (%) | 838.347 | 838.347 | 838.347 | 838.347 | 838.347 | 838.347 |
Max Trade Drawdown | -101162 | -49169 | -92957 | -3816500 | -776913 | -3500945 |
Profit Factor | 1.9069 | 2.8363 | 1.2064 | 1.3608 | 2.7983 | 0.6033 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 58.2418 | 51.6484 | 64.8352 | 58.2418 | 51.6484 | 64.8352 |
Ratio Avg Win / Avg Loss | 1.3672 | 2.6553 | 0.6543 | 0.9757 | 2.6197 | 0.3272 |
Largest Winning Trade | 101086 | 101086 | 50567 | 2135092 | 2135092 | 383249 |
Largest Losing Trade | -69030 | -28812 | -69030 | -1729984 | -408689 | -1729984 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 42 | 46 | 39 | 42 | 46 | 39 |
Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
Bars Traded | 7362 | 3975 | 3387 | 7362 | 3975 | 3387 |
Profit Streak | 91.7588 | 91.7588 | 133.0922 | 91.7588 | 91.7588 | 133.0922 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151065 | -150750 | -310395 | -731 | 516250 | -577471 |
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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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