Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839441.119 | 787086.9039 | 52354.2151 | 3346234.8282 | 5431163.2925 | -2084928.4643 |
Total P&L (%) | 839.4411 | 787.0869 | 52.3542 | 3346.2348 | 5431.1633 | -2084.9285 |
Avg Daily Profit (%) | 0.3358 | 0.3148 | 0.0209 | 0.1417 | 0.1606 | 0 |
Buy And Hold Return (%) | 828.1698 | 828.1698 | 828.1698 | 828.1698 | 828.1698 | 828.1698 |
Max Trade Drawdown | -197772 | -104035 | -113261 | -6012576 | -3835406 | -3555915 |
Profit Factor | 2.8706 | 5.2709 | 1.198 | 1.306 | 2.0401 | 0.6351 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 50 | 45.7143 | 54.2857 | 50 | 45.7143 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.8706 | 6.2592 | 1.0088 | 1.306 | 2.4226 | 0.5348 |
Largest Winning Trade | 345268 | 345268 | 61178 | 3580068 | 3580068 | 1380777 |
Largest Losing Trade | -55592 | -31883 | -55592 | -1544564 | -1544564 | -1536874 |
Avg Bars in Trades | 136 | 151 | 121 | 136 | 151 | 121 |
Avg Bars in Winners | 157 | 168 | 147 | 157 | 168 | 147 |
Avg Bars in Losers | 116 | 137 | 90 | 116 | 137 | 90 |
Bars Traded | 9576 | 5315 | 4261 | 9576 | 5315 | 4261 |
Profit Streak | 79.8172 | 105.8172 | 0 | 79.8172 | 105.8172 | 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 | -245084 | -149879 | -332885 | -103748 | 366097 | -580232 |
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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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