Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099175.0417 | 1022189.8892 | 76985.1525 | -1160944.9885 | 2704283.4969 | -3865228.4855 |
Total P&L (%) | 1099.175 | 1022.1899 | 76.9852 | -1160.945 | 2704.2835 | -3865.2285 |
Avg Daily Profit (%) | 0.6066 | 0.5641 | 0.0425 | 0 | 0.1842 | 0 |
Buy And Hold Return (%) | 603.3525 | 603.3525 | 603.3525 | 603.3525 | 603.3525 | 603.3525 |
Max Trade Drawdown | -140437 | -73225 | -114308 | -5581935 | -977467 | -4917536 |
Profit Factor | 2.9874 | 5.4557 | 1.2379 | 0.8626 | 2.186 | 0.3734 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 47 | 20 | 27 | 42 | 24 | 18 |
Losing Trades | 36 | 22 | 14 | 41 | 18 | 23 |
Profitability (%) | 56.6265 | 47.619 | 65.8537 | 50.6024 | 57.1429 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.2882 | 6.0013 | 0.6418 | 0.8421 | 1.6395 | 0.4772 |
Largest Winning Trade | 390841 | 390841 | 70344 | 2762429 | 2762429 | 433614 |
Largest Losing Trade | -109182 | -45014 | -109182 | -4570152 | -919935 | -4570152 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 45 | 55 | 38 | 36 | 34 | 39 |
Avg Bars in Losers | 35 | 28 | 46 | 45 | 49 | 41 |
Bars Traded | 3391 | 1715 | 1676 | 3391 | 1715 | 1676 |
Profit Streak | 20.8114 | 20.8114 | 21.3114 | 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 | 368523 | 378910 | -300756 | -581977 | 404529 | -583113 |
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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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