Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737750.2538 | 627095.6907 | 110654.563 | 7065482.4206 | 9755605.2812 | -2690122.8606 |
Total P&L (%) | 737.7503 | 627.0957 | 110.6546 | 7065.4824 | 9755.6053 | -2690.1229 |
Avg Daily Profit (%) | 0.2951 | 0.2508 | 0.0443 | 0.171 | 0.1838 | 0 |
Buy And Hold Return (%) | 848.8828 | 848.8828 | 848.8828 | 848.8828 | 848.8828 | 848.8828 |
Max Trade Drawdown | -87299 | -78439 | -74004 | -4130995 | -812830 | -4154670 |
Profit Factor | 2.7662 | 4.3935 | 1.4751 | 1.852 | 4.9626 | 0.5387 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 60 | 65 | 55 | 60 | 65 | 55 |
Ratio Avg Win / Avg Loss | 1.8441 | 2.3657 | 1.2069 | 1.2347 | 2.6721 | 0.4407 |
Largest Winning Trade | 161191 | 161191 | 54879 | 4958926 | 4958926 | 553246 |
Largest Losing Trade | -61529 | -50681 | -61529 | -2881909 | -543090 | -2881909 |
Avg Bars in Trades | 84 | 98 | 69 | 84 | 98 | 69 |
Avg Bars in Winners | 98 | 90 | 108 | 98 | 90 | 108 |
Avg Bars in Losers | 62 | 112 | 22 | 62 | 112 | 22 |
Bars Traded | 6734 | 3941 | 2793 | 6734 | 3941 | 2793 |
Profit Streak | 59.4016 | 287.7349 | 0 | 59.4016 | 287.7349 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173291 | -146613 | -297745 | -11449 | 684326 | -580101 |
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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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