Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675290.4971 | 584414.3984 | 90876.0987 | 3108674.6295 | 5435619.5559 | -2326944.9264 |
Total P&L (%) | 675.2905 | 584.4144 | 90.8761 | 3108.6746 | 5435.6196 | -2326.9449 |
Avg Daily Profit (%) | 0.2701 | 0.2337 | 0.0363 | 0.1388 | 0.1607 | 0 |
Buy And Hold Return (%) | 712.5737 | 712.5737 | 712.5737 | 712.5737 | 712.5737 | 712.5737 |
Max Trade Drawdown | -73426 | -64501 | -67402 | -3245189 | -534104 | -3478548 |
Profit Factor | 2.5675 | 3.9894 | 1.3862 | 1.4936 | 4.5747 | 0.5129 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 65.0602 | 63.4146 | 66.6667 | 65.0602 | 63.4146 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3789 | 2.3016 | 0.6931 | 0.8021 | 2.6393 | 0.2564 |
Largest Winning Trade | 166870 | 166870 | 53498 | 3314431 | 3314431 | 430529 |
Largest Losing Trade | -62795 | -47174 | -62795 | -3245189 | -396312 | -3245189 |
Avg Bars in Trades | 82 | 102 | 63 | 82 | 102 | 63 |
Avg Bars in Winners | 83 | 86 | 80 | 83 | 86 | 80 |
Avg Bars in Losers | 80 | 129 | 28 | 80 | 129 | 28 |
Bars Traded | 6852 | 4202 | 2650 | 6852 | 4202 | 2650 |
Profit Streak | 57.1547 | 461.488 | 57.1547 | 57.1547 | 461.488 | 57.1547 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151424 | -147214 | -308413 | -7668 | 661265 | -578013 |
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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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