Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645909.8552 | 616906.6317 | 29003.2235 | 2017177.2028 | 5004386.2974 | -2987209.0946 |
Total P&L (%) | 645.9099 | 616.9066 | 29.0032 | 2017.1772 | 5004.3863 | -2987.2091 |
Avg Daily Profit (%) | 0.2584 | 0.2468 | 0.0116 | 0.1222 | 0.1575 | 0 |
Buy And Hold Return (%) | 902.1476 | 902.1476 | 902.1476 | 902.1476 | 902.1476 | 902.1476 |
Max Trade Drawdown | -109980 | -47004 | -114205 | -4057842 | -1172229 | -4062193 |
Profit Factor | 2.4809 | 4.4641 | 1.1124 | 1.2274 | 2.5346 | 0.4676 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 40.7407 | 43.9024 | 37.5 | 40.7407 | 43.9024 | 37.5 |
Ratio Avg Win / Avg Loss | 3.6086 | 5.7041 | 1.854 | 1.7853 | 3.2387 | 0.7793 |
Largest Winning Trade | 266986 | 266986 | 58402 | 4105532 | 4105532 | 695035 |
Largest Losing Trade | -40865 | -21164 | -40865 | -2306127 | -706279 | -2306127 |
Avg Bars in Trades | 179 | 176 | 181 | 179 | 176 | 181 |
Avg Bars in Winners | 247 | 228 | 268 | 247 | 228 | 268 |
Avg Bars in Losers | 132 | 135 | 129 | 132 | 135 | 129 |
Bars Traded | 14506 | 7230 | 7276 | 14506 | 7230 | 7276 |
Profit Streak | 74.3843 | 111.8843 | 0 | 74.3843 | 111.8843 | 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 | -171832 | -151710 | -443742 | -53322 | 351535 | -585610 |
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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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