Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848202.4432 | 759757.692 | 88444.7512 | 5445255.9007 | 10094242.3209 | -4648986.4202 |
Total P&L (%) | 848.2024 | 759.7577 | 88.4448 | 5445.2559 | 10094.2423 | -4648.9864 |
Avg Daily Profit (%) | 0.3394 | 0.304 | 0.0354 | 0.1608 | 0.1852 | 0 |
Buy And Hold Return (%) | 936.6276 | 936.6276 | 936.6276 | 936.6276 | 936.6276 | 936.6276 |
Max Trade Drawdown | -77237 | -60398 | -89509 | -5126003 | -2079662 | -7011681 |
Profit Factor | 2.7655 | 4.9111 | 1.3091 | 1.3546 | 3.1383 | 0.5628 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 52.9412 | 48.8372 | 57.1429 | 52.9412 | 48.8372 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.4582 | 5.145 | 0.9818 | 1.2041 | 3.2877 | 0.4221 |
Largest Winning Trade | 273987 | 273987 | 61115 | 6830322 | 6830322 | 1036742 |
Largest Losing Trade | -51411 | -19449 | -51411 | -4176163 | -754376 | -4176163 |
Avg Bars in Trades | 170 | 168 | 171 | 170 | 168 | 171 |
Avg Bars in Winners | 209 | 218 | 202 | 209 | 218 | 202 |
Avg Bars in Losers | 125 | 121 | 130 | 125 | 121 | 130 |
Bars Traded | 14457 | 7251 | 7206 | 14457 | 7251 | 7206 |
Profit Streak | 66.5908 | 159.9241 | 0 | 66.5908 | 159.9241 | 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 | -150104 | -148557 | -311955 | 305874 | 521000 | -579808 |
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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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