Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809169.4154 | 653646.3167 | 155523.0987 | 2142640.6598 | -137205.6368 | 2279846.2966 |
Total P&L (%) | 809.1694 | 653.6463 | 155.5231 | 2142.6407 | -137.2056 | 2279.8463 |
Avg Daily Profit (%) | 0.4163 | 0.3363 | 0.08 | 0.1601 | 0 | 0.1632 |
Buy And Hold Return (%) | 14.4199 | 14.4199 | 14.4199 | 14.4199 | 14.4199 | 14.4199 |
Max Trade Drawdown | -113370 | -90217 | -51953 | -1783609 | -952188 | -1093421 |
Profit Factor | 2.1962 | 2.8619 | 1.478 | 1.3121 | 0.9651 | 1.7759 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 42.1053 | 31.5789 | 52.6316 | 42.1053 | 31.5789 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.0198 | 6.2008 | 1.3302 | 1.8042 | 2.0909 | 1.5983 |
Largest Winning Trade | 322942 | 322942 | 46458 | 917307 | 917307 | 745826 |
Largest Losing Trade | -39560 | -21044 | -39560 | -610629 | -401112 | -610629 |
Avg Bars in Trades | 201 | 164 | 238 | 201 | 164 | 238 |
Avg Bars in Winners | 339 | 304 | 360 | 339 | 304 | 360 |
Avg Bars in Losers | 101 | 100 | 103 | 101 | 100 | 103 |
Bars Traded | 22998 | 9394 | 13604 | 22998 | 9394 | 13604 |
Profit Streak | 26.2145 | 0 | 37.6312 | 26.2145 | 0 | 37.6312 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426228 | -172830 | -264121 | 242665 | -765497 | -168078 |
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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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