Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049018.6802 | 867130.7645 | 181887.9157 | 41093392.3387 | 62361342.2447 | -21267949.906 |
Total P&L (%) | 1049.0187 | 867.1308 | 181.8879 | 41093.3923 | 62361.3422 | -21267.9499 |
Avg Daily Profit (%) | 0.4196 | 0.3469 | 0.0728 | 0.2411 | 0.2578 | 0 |
Buy And Hold Return (%) | 926.8948 | 926.8948 | 926.8948 | 926.8948 | 926.8948 | 926.8948 |
Max Trade Drawdown | -71928 | -42469 | -56625 | -38191631 | -15654627 | -31632252 |
Profit Factor | 3.7875 | 5.9314 | 1.9072 | 1.5278 | 3.2096 | 0.5715 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 53.5714 | 54.7619 | 52.381 | 53.5714 | 54.7619 | 52.381 |
Ratio Avg Win / Avg Loss | 3.2825 | 4.8999 | 1.7338 | 1.3241 | 2.6514 | 0.5196 |
Largest Winning Trade | 352769 | 352769 | 49637 | 51938780 | 51938780 | 6899273 |
Largest Losing Trade | -56625 | -20886 | -56625 | -23137563 | -8271170 | -23137563 |
Avg Bars in Trades | 113 | 125 | 102 | 113 | 125 | 102 |
Avg Bars in Winners | 142 | 143 | 142 | 142 | 143 | 142 |
Avg Bars in Losers | 79 | 103 | 57 | 79 | 103 | 57 |
Bars Traded | 9541 | 5250 | 4291 | 9541 | 5250 | 4291 |
Profit Streak | 77.3897 | 79.8897 | 0 | 77.3897 | 79.8897 | 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 | -106721 | -146788 | -257604 | 399971 | 571853 | -580426 |
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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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