Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750773.8435 | 659480.4302 | 91293.4133 | 5202826.8192 | 9233151.8634 | -4030325.0442 |
Total P&L (%) | 750.7738 | 659.4804 | 91.2934 | 5202.8268 | 9233.1519 | -4030.325 |
Avg Daily Profit (%) | 0.3003 | 0.2638 | 0.0365 | 0.159 | 0.1816 | 0 |
Buy And Hold Return (%) | 757.8291 | 757.8291 | 757.8291 | 757.8291 | 757.8291 | 757.8291 |
Max Trade Drawdown | -85742 | -82567 | -74723 | -6588457 | -806976 | -6278792 |
Profit Factor | 2.6071 | 3.8093 | 1.3928 | 1.535 | 5.6166 | 0.4782 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 58.5106 | 65.9574 | 51.0638 | 58.5106 | 65.9574 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.8487 | 1.9661 | 1.3348 | 1.0885 | 2.8989 | 0.4583 |
Largest Winning Trade | 165146 | 165146 | 51210 | 5805480 | 5805480 | 768233 |
Largest Losing Trade | -62452 | -41001 | -62452 | -5821124 | -575795 | -5821124 |
Avg Bars in Trades | 103 | 133 | 74 | 103 | 133 | 74 |
Avg Bars in Winners | 134 | 149 | 114 | 134 | 149 | 114 |
Avg Bars in Losers | 60 | 101 | 32 | 60 | 101 | 32 |
Bars Traded | 9758 | 6262 | 3495 | 9758 | 6262 | 3495 |
Profit Streak | 66.7937 | 135.2937 | 66.7937 | 66.7937 | 135.2937 | 66.7937 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149174 | -146739 | -308465 | 426733 | 707792 | -580000 |
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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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