Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753706.5058 | 650059.8539 | 103646.6519 | -2193781.8245 | -13851638.561 | 11657856.7365 |
Total P&L (%) | 753.7065 | 650.0599 | 103.6467 | -2193.7818 | -13851.6386 | 11657.8567 |
Avg Daily Profit (%) | 0.3014 | 0.2599 | 0.0414 | 0 | 0 | 0.1908 |
Buy And Hold Return (%) | 853.0847 | 853.0847 | 853.0847 | 853.0847 | 853.0847 | 853.0847 |
Max Trade Drawdown | -179542 | -34131 | -177998 | -23401195 | -15616046 | -7785149 |
Profit Factor | 2.7269 | 6.6087 | 1.3233 | 0.9123 | 0.172 | 2.4084 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 25 | 31 | 39 | 19 | 20 |
Losing Trades | 34 | 20 | 14 | 51 | 26 | 25 |
Profitability (%) | 62.2222 | 55.5556 | 68.8889 | 43.3333 | 42.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.6556 | 5.287 | 0.5976 | 1.193 | 0.2354 | 3.0105 |
Largest Winning Trade | 177107 | 177107 | 54242 | 12178941 | 1143156 | 12178941 |
Largest Losing Trade | -114886 | -30279 | -114886 | -11080155 | -11080155 | -2831282 |
Avg Bars in Trades | 50 | 64 | 36 | 50 | 64 | 36 |
Avg Bars in Winners | 56 | 65 | 49 | 41 | 63 | 21 |
Avg Bars in Losers | 40 | 63 | 7 | 57 | 65 | 49 |
Bars Traded | 4560 | 2909 | 1651 | 4560 | 2909 | 1651 |
Profit Streak | 119.5199 | 119.5199 | 124.5199 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148610 | -147348 | -301687 | -581463 | -583736 | 376304 |
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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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