Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800114.613 | 753803.5704 | 46311.0426 | 2388915.2463 | 5130903.6147 | -2741988.3684 |
Total P&L (%) | 800.1146 | 753.8036 | 46.311 | 2388.9152 | 5130.9036 | -2741.9884 |
Avg Daily Profit (%) | 0.32 | 0.3015 | 0.0185 | 0.1287 | 0.1584 | 0 |
Buy And Hold Return (%) | 789.4993 | 789.4993 | 789.4993 | 789.4993 | 789.4993 | 789.4993 |
Max Trade Drawdown | -126611 | -60535 | -112906 | -4158512 | -2043928 | -4885516 |
Profit Factor | 2.6721 | 5.1272 | 1.1565 | 1.2121 | 2.2122 | 0.61 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.6721 | 5.1272 | 1.1565 | 1.2121 | 2.2122 | 0.61 |
Largest Winning Trade | 309484 | 309484 | 59108 | 4144669 | 4144669 | 1294049 |
Largest Losing Trade | -61959 | -23802 | -61959 | -2181132 | -805027 | -2181132 |
Avg Bars in Trades | 140 | 142 | 138 | 140 | 142 | 138 |
Avg Bars in Winners | 176 | 174 | 178 | 176 | 174 | 178 |
Avg Bars in Losers | 105 | 111 | 98 | 105 | 111 | 98 |
Bars Traded | 9571 | 4856 | 4715 | 9571 | 4856 | 4715 |
Profit Streak | 75.0937 | 108.3437 | 0 | 75.0937 | 108.3437 | 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 | -260375 | -148439 | -382249 | -137326 | 435692 | -580795 |
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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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