Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683893.5867 | 624797.1353 | 59096.4513 | 2679100.9217 | 5446274.4103 | -2767173.4886 |
Total P&L (%) | 683.8936 | 624.7971 | 59.0965 | 2679.1009 | 5446.2744 | -2767.1735 |
Avg Daily Profit (%) | 0.2735 | 0.2499 | 0.0236 | 0.1331 | 0.1607 | 0 |
Buy And Hold Return (%) | 729.6369 | 729.6369 | 729.6369 | 729.6369 | 729.6369 | 729.6369 |
Max Trade Drawdown | -107219 | -73508 | -85218 | -5143249 | -1287474 | -4194946 |
Profit Factor | 2.6317 | 3.5576 | 1.338 | 1.3374 | 2.7009 | 0.4162 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 61.4458 | 63.4146 | 59.5238 | 61.4458 | 63.4146 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.6512 | 2.0525 | 0.9098 | 0.8391 | 1.5582 | 0.283 |
Largest Winning Trade | 252238 | 252238 | 38422 | 4992945 | 4992945 | 340566 |
Largest Losing Trade | -55089 | -55089 | -47696 | -3325579 | -1130212 | -3325579 |
Avg Bars in Trades | 85 | 134 | 37 | 85 | 134 | 37 |
Avg Bars in Winners | 94 | 150 | 36 | 94 | 150 | 36 |
Avg Bars in Losers | 69 | 106 | 37 | 69 | 106 | 37 |
Bars Traded | 7081 | 5521 | 1560 | 7081 | 5521 | 1560 |
Profit Streak | 61.0848 | 69.4181 | 61.0848 | 61.0848 | 69.4181 | 61.0848 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150632 | -148243 | -326583 | -17386 | 546768 | -578940 |
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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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