Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912039.4264 | 819088.6828 | 92950.7435 | 6492377.6985 | 11548180.7598 | -5055803.0613 |
Total P&L (%) | 912.0394 | 819.0887 | 92.9507 | 6492.3777 | 11548.1808 | -5055.8031 |
Avg Daily Profit (%) | 0.3648 | 0.3276 | 0.0372 | 0.1677 | 0.1905 | 0 |
Buy And Hold Return (%) | 946.7753 | 946.7753 | 946.7753 | 946.7753 | 946.7753 | 946.7753 |
Max Trade Drawdown | -101673 | -51940 | -110247 | -9318896 | -3892795 | -10381216 |
Profit Factor | 2.3339 | 3.3607 | 1.276 | 1.1913 | 1.7055 | 0.7122 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 50.8671 | 51.1628 | 50.5747 | 50.8671 | 51.1628 | 50.5747 |
Ratio Avg Win / Avg Loss | 2.2544 | 3.2079 | 1.247 | 1.1507 | 1.628 | 0.696 |
Largest Winning Trade | 324043 | 324043 | 45366 | 10410945 | 10410945 | 1163106 |
Largest Losing Trade | -52813 | -35112 | -52813 | -4860149 | -1747291 | -4860149 |
Avg Bars in Trades | 55 | 58 | 51 | 55 | 58 | 51 |
Avg Bars in Winners | 68 | 71 | 65 | 68 | 71 | 65 |
Avg Bars in Losers | 41 | 44 | 37 | 41 | 44 | 37 |
Bars Traded | 9518 | 5033 | 4485 | 9518 | 5033 | 4485 |
Profit Streak | 25.9205 | 0 | 74.4205 | 25.9205 | 0 | 74.4205 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150326 | -150396 | -308354 | -861 | 396537 | -580059 |
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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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