Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871522.9045 | 793826.973 | 77695.9315 | 5675707.4423 | 6813077.9174 | -1137370.475 |
Total P&L (%) | 871.5229 | 793.827 | 77.6959 | 5675.7074 | 6813.0779 | -1137.3705 |
Avg Daily Profit (%) | 0.4804 | 0.4376 | 0.0428 | 0.2238 | 0.2338 | 0 |
Buy And Hold Return (%) | 584.9216 | 584.9216 | 584.9216 | 584.9216 | 584.9216 | 584.9216 |
Max Trade Drawdown | -127868 | -79423 | -79142 | -7965950 | -3967586 | -5354746 |
Profit Factor | 2.0855 | 3.047 | 1.1872 | 1.1901 | 1.4969 | 0.9295 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Losing Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Profitability (%) | 54.491 | 57.1429 | 51.8072 | 54.491 | 57.1429 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.7417 | 2.2853 | 1.1044 | 0.994 | 1.1227 | 0.8647 |
Largest Winning Trade | 294771 | 294771 | 75725 | 3742944 | 3742944 | 3160841 |
Largest Losing Trade | -50761 | -50761 | -26413 | -2519042 | -1957865 | -2519042 |
Avg Bars in Trades | 128 | 118 | 139 | 128 | 118 | 139 |
Avg Bars in Winners | 143 | 114 | 176 | 143 | 114 | 176 |
Avg Bars in Losers | 110 | 124 | 98 | 110 | 124 | 98 |
Bars Traded | 21510 | 9952 | 11558 | 21510 | 9952 | 11558 |
Profit Streak | 1.0625 | 10.8959 | 0 | 1.0625 | 10.8959 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -384 | -37534 | -316204 | -6236 | 390725 | -580875 |
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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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