Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650949.6476 | 598724.1667 | 52225.481 | 1840627.5035 | 5338680.582 | -3498053.0784 |
Total P&L (%) | 650.9496 | 598.7242 | 52.2255 | 1840.6275 | 5338.6806 | -3498.0531 |
Avg Daily Profit (%) | 0.2605 | 0.2396 | 0.0209 | 0.1187 | 0.16 | 0 |
Buy And Hold Return (%) | 681.9331 | 681.9331 | 681.9331 | 681.9331 | 681.9331 | 681.9331 |
Max Trade Drawdown | -90287 | -62928 | -86467 | -3747723 | -542067 | -3925239 |
Profit Factor | 2.3745 | 4.2735 | 1.1797 | 1.2369 | 3.7858 | 0.4022 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 51.8072 | 54.7619 | 48.7805 | 51.8072 | 54.7619 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.2088 | 3.5303 | 1.2386 | 1.1506 | 3.1274 | 0.4224 |
Largest Winning Trade | 164454 | 164454 | 46023 | 3167995 | 3167995 | 337300 |
Largest Losing Trade | -70748 | -38625 | -70748 | -3376746 | -300671 | -3376746 |
Avg Bars in Trades | 174 | 192 | 155 | 174 | 192 | 155 |
Avg Bars in Winners | 234 | 228 | 241 | 234 | 228 | 241 |
Avg Bars in Losers | 109 | 149 | 73 | 109 | 149 | 73 |
Bars Traded | 14466 | 8097 | 6368 | 14466 | 8097 | 6368 |
Profit Streak | 75.4392 | 82.4392 | 0 | 75.4392 | 82.4392 | 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 | -153185 | -148921 | -354060 | -38243 | 569490 | -581216 |
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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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