Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849151.4576 | 833539.8257 | 15611.6319 | 393494.3408 | 847179.2899 | -453684.9491 |
Total P&L (%) | 849.1515 | 833.5398 | 15.6116 | 393.4943 | 847.1793 | -453.6849 |
Avg Daily Profit (%) | 0.4628 | 0.4543 | 0.0085 | 0.087 | 0.1226 | 0 |
Buy And Hold Return (%) | 147.9274 | 147.9274 | 147.9274 | 147.9274 | 147.9274 | 147.9274 |
Max Trade Drawdown | -114432 | -54078 | -92189 | -1416299 | -636863 | -1126434 |
Profit Factor | 2.884 | 5.1498 | 1.0625 | 1.0968 | 1.4832 | 0.8039 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 26.4368 | 29.5455 | 23.2558 | 26.4368 | 29.5455 | 23.2558 |
Ratio Avg Win / Avg Loss | 8.0249 | 12.2802 | 3.5062 | 3.0519 | 3.5369 | 2.6528 |
Largest Winning Trade | 805810 | 805810 | 55672 | 725222 | 725222 | 344276 |
Largest Losing Trade | -33509 | -18889 | -33509 | -399028 | -235403 | -399028 |
Avg Bars in Trades | 60 | 56 | 63 | 60 | 56 | 63 |
Avg Bars in Winners | 162 | 125 | 212 | 162 | 125 | 212 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 5248 | 2506 | 2742 | 5248 | 2506 | 2742 |
Profit Streak | 53.3955 | 82.7288 | 0 | 53.3955 | 82.7288 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7736 | 304033 | -535377 | -215815 | -36189 | -615451 |
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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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