Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843047.5808 | 761383.7179 | 81663.8629 | 5497458.7489 | 11247904.8342 | -5750446.0852 |
Total P&L (%) | 843.0476 | 761.3837 | 81.6639 | 5497.4587 | 11247.9048 | -5750.4461 |
Avg Daily Profit (%) | 0.3372 | 0.3046 | 0.0327 | 0.1611 | 0.1894 | 0 |
Buy And Hold Return (%) | 729.0411 | 729.0411 | 729.0411 | 729.0411 | 729.0411 | 729.0411 |
Max Trade Drawdown | -120996 | -41179 | -104786 | -7452100 | -2379110 | -9818151 |
Profit Factor | 2.8397 | 5.3507 | 1.2883 | 1.2712 | 2.6723 | 0.5755 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 55.6818 | 50 | 61.3636 | 55.6818 | 50 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.2602 | 5.3507 | 0.8112 | 1.0118 | 2.6723 | 0.3623 |
Largest Winning Trade | 304092 | 304092 | 60594 | 8644065 | 8644065 | 2048325 |
Largest Losing Trade | -52915 | -22451 | -52915 | -5893420 | -1287918 | -5893420 |
Avg Bars in Trades | 108 | 117 | 100 | 108 | 117 | 100 |
Avg Bars in Winners | 136 | 152 | 122 | 136 | 152 | 122 |
Avg Bars in Losers | 74 | 81 | 65 | 74 | 81 | 65 |
Bars Traded | 9585 | 5157 | 4428 | 9585 | 5157 | 4428 |
Profit Streak | 61.6595 | 94.9095 | 0 | 61.6595 | 94.9095 | 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 | -100964 | -133975 | -315152 | 329201 | 506252 | -579246 |
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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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