Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763915.1019 | 723096.8424 | 40818.2595 | 2227118.8737 | 4287782.227 | -2060663.3533 |
Total P&L (%) | 763.9151 | 723.0968 | 40.8183 | 2227.1189 | 4287.7822 | -2060.6634 |
Avg Daily Profit (%) | 0.3055 | 0.2892 | 0.0163 | 0.126 | 0.1514 | 0 |
Buy And Hold Return (%) | 821.4622 | 821.4622 | 821.4622 | 821.4622 | 821.4622 | 821.4622 |
Max Trade Drawdown | -112686 | -49556 | -105100 | -2845962 | -998192 | -3464228 |
Profit Factor | 2.4103 | 4.1181 | 1.1318 | 1.261 | 2.3542 | 0.616 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 48.2759 | 44.186 | 52.2727 | 48.2759 | 44.186 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.5824 | 5.2017 | 1.0334 | 1.3511 | 2.9737 | 0.5624 |
Largest Winning Trade | 367844 | 367844 | 50419 | 3091638 | 3091638 | 592547 |
Largest Losing Trade | -52468 | -23275 | -52468 | -1911045 | -695780 | -1911045 |
Avg Bars in Trades | 113 | 124 | 102 | 113 | 124 | 102 |
Avg Bars in Winners | 138 | 155 | 125 | 138 | 155 | 125 |
Avg Bars in Losers | 89 | 100 | 77 | 89 | 100 | 77 |
Bars Traded | 9867 | 5351 | 4516 | 9867 | 5351 | 4516 |
Profit Streak | 0 | 115.1377 | 0 | 0 | 115.1377 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152684 | -151475 | -412047 | -28410 | 333805 | -580424 |
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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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