Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935567.566 | 911939.3226 | 23628.2434 | 2201664.7438 | 3048859.0713 | -847194.3276 |
Total P&L (%) | 935.5676 | 911.9393 | 23.6282 | 2201.6647 | 3048.8591 | -847.1943 |
Avg Daily Profit (%) | 0.5118 | 0.4989 | 0.0129 | 0.1717 | 0.1889 | 0 |
Buy And Hold Return (%) | 989.2616 | 989.2616 | 989.2616 | 989.2616 | 989.2616 | 989.2616 |
Max Trade Drawdown | -116878 | -26300 | -136251 | -1084417 | -237802 | -1650631 |
Profit Factor | 3.4163 | 12.2354 | 1.0772 | 1.4588 | 4.4131 | 0.7831 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Losing Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Profitability (%) | 29.7619 | 40.4762 | 19.0476 | 29.7619 | 40.4762 | 19.0476 |
Ratio Avg Win / Avg Loss | 8.0624 | 17.9933 | 4.5781 | 3.4427 | 6.4899 | 3.3282 |
Largest Winning Trade | 581339 | 581339 | 75185 | 1652971 | 1652971 | 838599 |
Largest Losing Trade | -34341 | -7963 | -34341 | -508122 | -107617 | -508122 |
Avg Bars in Trades | 61 | 17 | 104 | 61 | 17 | 104 |
Avg Bars in Winners | 160 | 35 | 426 | 160 | 35 | 426 |
Avg Bars in Losers | 18 | 4 | 28 | 18 | 4 | 28 |
Bars Traded | 5125 | 733 | 4392 | 5125 | 733 | 4392 |
Profit Streak | 0 | 132.0855 | 0 | 0 | 132.0855 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157144 | -149080 | -531840 | -4026 | 354463 | -634006 |
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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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