Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243116.3268 | 172013.9127 | 71102.4141 | -1350635.0087 | 3308906.9441 | -4659541.9528 |
Total P&L (%) | 243.1163 | 172.0139 | 71.1024 | -1350.635 | 3308.9069 | -4659.542 |
Avg Daily Profit (%) | 0.1346 | 0.0952 | 0.0394 | 0 | 0.1956 | 0 |
Buy And Hold Return (%) | 248.0512 | 248.0512 | 248.0512 | 248.0512 | 248.0512 | 248.0512 |
Max Trade Drawdown | -258506 | -44250 | -226161 | -8574419 | -723082 | -8637748 |
Profit Factor | 1.5441 | 2.3036 | 1.2258 | 0.902 | 2.2313 | 0.58 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 55 | 27 | 28 | 52 | 26 | 26 |
Losing Trades | 30 | 16 | 14 | 33 | 17 | 16 |
Profitability (%) | 64.7059 | 62.7907 | 66.6667 | 61.1765 | 60.4651 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.8423 | 1.3651 | 0.6129 | 0.5724 | 1.4589 | 0.3569 |
Largest Winning Trade | 49022 | 49022 | 41833 | 917967 | 758256 | 917967 |
Largest Losing Trade | -162715 | -19204 | -162715 | -4969703 | -723082 | -4969703 |
Avg Bars in Trades | 33 | 13 | 54 | 33 | 13 | 54 |
Avg Bars in Winners | 26 | 14 | 39 | 26 | 12 | 39 |
Avg Bars in Losers | 46 | 11 | 85 | 45 | 14 | 78 |
Bars Traded | 2857 | 564 | 2293 | 2857 | 564 | 2293 |
Profit Streak | 199.9197 | 199.9197 | 204.4197 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175388 | -225350 | -304946 | -578824 | 461547 | -579191 |
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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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