Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833893.3708 | 776262.9778 | 57630.393 | 4300429.2645 | 7362657.6959 | -3062228.4314 |
Total P&L (%) | 833.8934 | 776.263 | 57.6304 | 4300.4293 | 7362.6577 | -3062.2284 |
Avg Daily Profit (%) | 0.3336 | 0.3105 | 0.0231 | 0.1515 | 0.1726 | 0 |
Buy And Hold Return (%) | 758.0375 | 758.0375 | 758.0375 | 758.0375 | 758.0375 | 758.0375 |
Max Trade Drawdown | -110799 | -72967 | -87894 | -5363701 | -3331464 | -5335197 |
Profit Factor | 2.5937 | 4.6829 | 1.1844 | 1.2951 | 2.2133 | 0.64 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 48.75 | 50 | 47.5 | 48.75 | 50 | 47.5 |
Ratio Avg Win / Avg Loss | 2.7267 | 4.6829 | 1.3091 | 1.3615 | 2.2133 | 0.7074 |
Largest Winning Trade | 296391 | 296391 | 65903 | 5379915 | 5379915 | 1344370 |
Largest Losing Trade | -46824 | -24870 | -46824 | -2753024 | -1690227 | -2753024 |
Avg Bars in Trades | 119 | 130 | 108 | 119 | 130 | 108 |
Avg Bars in Winners | 156 | 168 | 143 | 156 | 168 | 143 |
Avg Bars in Losers | 84 | 92 | 77 | 84 | 92 | 77 |
Bars Traded | 9567 | 5215 | 4352 | 9567 | 5215 | 4352 |
Profit Streak | 105.8965 | 105.8965 | 136.6465 | 105.8965 | 105.8965 | 136.6465 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143825 | -141163 | -345869 | -16513 | 453794 | -581152 |
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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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