Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895880.2893 | 801930.46 | 93949.8292 | 5385610.1824 | 8485475.2289 | -3099865.0465 |
Total P&L (%) | 895.8803 | 801.9305 | 93.9498 | 5385.6102 | 8485.4752 | -3099.865 |
Avg Daily Profit (%) | 0.3583 | 0.3207 | 0.0376 | 0.1603 | 0.1782 | 0 |
Buy And Hold Return (%) | 755.6403 | 755.6403 | 755.6403 | 755.6403 | 755.6403 | 755.6403 |
Max Trade Drawdown | -91066 | -46709 | -115718 | -4773835 | -1064275 | -7120711 |
Profit Factor | 2.3914 | 4.1517 | 1.2412 | 1.3171 | 2.6354 | 0.7372 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 50.2959 | 46.4286 | 54.1176 | 50.2959 | 46.4286 | 54.1176 |
Ratio Avg Win / Avg Loss | 2.3632 | 4.7904 | 1.0524 | 1.3016 | 3.0409 | 0.6251 |
Largest Winning Trade | 339128 | 339128 | 49675 | 4052784 | 4052784 | 1193799 |
Largest Losing Trade | -70890 | -16277 | -70890 | -4157122 | -611016 | -4157122 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 70 | 74 | 66 | 70 | 74 | 66 |
Avg Bars in Losers | 40 | 34 | 47 | 40 | 34 | 47 |
Bars Traded | 9365 | 4452 | 4913 | 9365 | 4452 | 4913 |
Profit Streak | 0 | 85.277 | 0 | 0 | 85.277 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93168 | -131233 | -308550 | 317166 | 436361 | -580570 |
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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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