Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657648.7146 | 552241.3246 | 105407.39 | 6381671.8564 | 6654662.7731 | -272990.9167 |
Total P&L (%) | 657.6487 | 552.2413 | 105.4074 | 6381.6719 | 6654.6628 | -272.9909 |
Avg Daily Profit (%) | 0.263 | 0.2208 | 0.0421 | 0.1669 | 0.1686 | 0 |
Buy And Hold Return (%) | 851.1679 | 851.1679 | 851.1679 | 851.1679 | 851.1679 | 851.1679 |
Max Trade Drawdown | -53666 | -53666 | -59370 | -1538701 | -558408 | -2551171 |
Profit Factor | 3.2531 | 5.0843 | 1.6728 | 2.1858 | 5.3792 | 0.9293 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 63.4146 | 65.8537 | 60.9756 | 63.4146 | 65.8537 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.8768 | 2.6363 | 1.0706 | 1.261 | 2.7892 | 0.5948 |
Largest Winning Trade | 149991 | 149991 | 25238 | 2667786 | 2667786 | 632312 |
Largest Losing Trade | -53666 | -53666 | -32791 | -1538701 | -558408 | -1538701 |
Avg Bars in Trades | 84 | 147 | 21 | 84 | 147 | 21 |
Avg Bars in Winners | 66 | 107 | 22 | 66 | 107 | 22 |
Avg Bars in Losers | 115 | 225 | 19 | 115 | 225 | 19 |
Bars Traded | 6914 | 6042 | 870 | 6914 | 6042 | 870 |
Profit Streak | 10.0114 | 11.0114 | 0 | 10.0114 | 11.0114 | 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 | -157081 | -146973 | -298595 | 169390 | 668675 | -579041 |
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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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