Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755652.0215 | 662426.8813 | 93225.1402 | 4401897.9643 | 8431590.3664 | -4029692.4021 |
Total P&L (%) | 755.652 | 662.4269 | 93.2251 | 4401.898 | 8431.5904 | -4029.6924 |
Avg Daily Profit (%) | 0.3022 | 0.2649 | 0.0373 | 0.1524 | 0.178 | 0 |
Buy And Hold Return (%) | 782.8738 | 782.8738 | 782.8738 | 782.8738 | 782.8738 | 782.8738 |
Max Trade Drawdown | -103197 | -81369 | -69926 | -5965906 | -785935 | -6016937 |
Profit Factor | 2.4807 | 3.7231 | 1.3491 | 1.4191 | 4.1393 | 0.4846 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 53.5354 | 57.1429 | 50 | 53.5354 | 57.1429 | 50 |
Ratio Avg Win / Avg Loss | 2.1531 | 2.7923 | 1.3491 | 1.2316 | 3.1045 | 0.4846 |
Largest Winning Trade | 171214 | 171214 | 52252 | 5385922 | 5385922 | 738696 |
Largest Losing Trade | -69926 | -50815 | -69926 | -5965906 | -716918 | -5965906 |
Avg Bars in Trades | 94 | 109 | 78 | 94 | 109 | 78 |
Avg Bars in Winners | 127 | 115 | 141 | 127 | 115 | 141 |
Avg Bars in Losers | 55 | 102 | 16 | 55 | 102 | 16 |
Bars Traded | 9313 | 5378 | 3935 | 9313 | 5378 | 3935 |
Profit Streak | 68.714 | 144.714 | 68.714 | 68.714 | 144.714 | 68.714 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150447 | -147952 | -487982 | 331744 | 625934 | -760275 |
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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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