Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689475.1018 | 631370.0029 | 58105.0989 | 1202743.3907 | 4788859.3111 | -3586115.9204 |
Total P&L (%) | 689.4751 | 631.37 | 58.1051 | 1202.7434 | 4788.8593 | -3586.1159 |
Avg Daily Profit (%) | 0.2755 | 0.2523 | 0.0232 | 0.1026 | 0.1555 | 0 |
Buy And Hold Return (%) | 834.4783 | 834.4783 | 834.4783 | 834.4783 | 834.4783 | 834.4783 |
Max Trade Drawdown | -105495 | -70642 | -116981 | -3983392 | -806759 | -4412747 |
Profit Factor | 2.2712 | 4.3164 | 1.1651 | 1.1599 | 4.0172 | 0.3957 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 59.7701 | 65.1163 | 54.5455 | 59.7701 | 65.1163 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.5287 | 2.3124 | 0.9709 | 0.7807 | 2.1521 | 0.3297 |
Largest Winning Trade | 173885 | 173885 | 55171 | 3008560 | 3008560 | 398998 |
Largest Losing Trade | -82820 | -48777 | -82820 | -3924654 | -386567 | -3924654 |
Avg Bars in Trades | 81 | 91 | 71 | 81 | 91 | 71 |
Avg Bars in Winners | 102 | 88 | 118 | 102 | 88 | 118 |
Avg Bars in Losers | 49 | 95 | 14 | 49 | 95 | 14 |
Bars Traded | 7068 | 3918 | 3150 | 7068 | 3918 | 3150 |
Profit Streak | 73.4333 | 0 | 75.1 | 73.4333 | 0 | 75.1 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150714 | -147989 | -367037 | -128272 | 572455 | -579572 |
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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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