Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759948.6065 | 668027.3238 | 91921.2826 | 6196477.7076 | 9792187.8202 | -3595710.1126 |
Total P&L (%) | 759.9486 | 668.0273 | 91.9213 | 6196.4777 | 9792.1878 | -3595.7101 |
Avg Daily Profit (%) | 0.3041 | 0.2673 | 0.0368 | 0.1659 | 0.184 | 0 |
Buy And Hold Return (%) | 882.2018 | 882.2018 | 882.2018 | 882.2018 | 882.2018 | 882.2018 |
Max Trade Drawdown | -60037 | -43367 | -93723 | -5002726 | -917958 | -6224599 |
Profit Factor | 3.0993 | 6.2685 | 1.3908 | 1.5502 | 4.4387 | 0.5727 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 52.6882 | 55.3191 | 50 | 52.6882 | 55.3191 | 50 |
Ratio Avg Win / Avg Loss | 2.783 | 5.0631 | 1.3908 | 1.392 | 3.5851 | 0.5727 |
Largest Winning Trade | 265695 | 265695 | 58141 | 6375802 | 6375802 | 945421 |
Largest Losing Trade | -54476 | -16590 | -54476 | -4780547 | -384248 | -4780547 |
Avg Bars in Trades | 156 | 157 | 155 | 156 | 157 | 155 |
Avg Bars in Winners | 217 | 214 | 220 | 217 | 214 | 220 |
Avg Bars in Losers | 88 | 86 | 90 | 88 | 86 | 90 |
Bars Traded | 14543 | 7389 | 7155 | 14543 | 7389 | 7155 |
Profit Streak | 64.5027 | 164.836 | 0 | 64.5027 | 164.836 | 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 | -149773 | -146899 | -308834 | 378525 | 612770 | -580704 |
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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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