Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833484.0659 | 738472.5135 | 95011.5524 | 5919392.4115 | 8934677.0637 | -3015284.6522 |
Total P&L (%) | 833.4841 | 738.4725 | 95.0116 | 5919.3924 | 8934.6771 | -3015.2847 |
Avg Daily Profit (%) | 0.3333 | 0.2953 | 0.038 | 0.164 | 0.1803 | 0 |
Buy And Hold Return (%) | 775.9582 | 775.9582 | 775.9582 | 775.9582 | 775.9582 | 775.9582 |
Max Trade Drawdown | -147356 | -108556 | -77250 | -5951003 | -1808108 | -6109245 |
Profit Factor | 2.1325 | 2.8352 | 1.2848 | 1.4425 | 2.8229 | 0.6443 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Losing Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Profitability (%) | 51.7241 | 55.1724 | 48.2759 | 51.7241 | 55.1724 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.9903 | 2.3036 | 1.3766 | 1.3463 | 2.2936 | 0.6903 |
Largest Winning Trade | 184105 | 184105 | 58289 | 5926216 | 5926216 | 785323 |
Largest Losing Trade | -58367 | -49212 | -58367 | -5337834 | -694318 | -5337834 |
Avg Bars in Trades | 55 | 73 | 38 | 55 | 73 | 38 |
Avg Bars in Winners | 81 | 101 | 59 | 81 | 101 | 59 |
Avg Bars in Losers | 28 | 38 | 19 | 28 | 38 | 19 |
Bars Traded | 9717 | 6364 | 3353 | 9717 | 6364 | 3353 |
Profit Streak | 54.5122 | 79.2622 | 54.5122 | 54.5122 | 79.2622 | 54.5122 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126877 | -149748 | -307938 | 406344 | 540791 | -580786 |
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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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