Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939257.6367 | 818424.15 | 120833.4868 | 11321866.643 | 13805617.8367 | -2483751.1936 |
Total P&L (%) | 939.2576 | 818.4242 | 120.8335 | 11321.8666 | 13805.6178 | -2483.7512 |
Avg Daily Profit (%) | 0.3757 | 0.3273 | 0.0483 | 0.1897 | 0.1976 | 0 |
Buy And Hold Return (%) | 926.3994 | 926.3994 | 926.3994 | 926.3994 | 926.3994 | 926.3994 |
Max Trade Drawdown | -86025 | -44993 | -92919 | -4390472 | -1356034 | -7458067 |
Profit Factor | 2.5603 | 4.199 | 1.3491 | 1.57 | 3 | 0.8084 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 53.012 | 49.3976 | 56.6265 | 53.012 | 49.3976 | 56.6265 |
Ratio Avg Win / Avg Loss | 2.2693 | 4.3014 | 1.0333 | 1.3916 | 3.0732 | 0.6192 |
Largest Winning Trade | 335018 | 335018 | 49347 | 7045809 | 7045809 | 1439601 |
Largest Losing Trade | -62052 | -27053 | -62052 | -4029429 | -807324 | -4029429 |
Avg Bars in Trades | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Winners | 52 | 52 | 52 | 52 | 52 | 52 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 7215 | 3485 | 3730 | 7215 | 3485 | 3730 |
Profit Streak | 174.5655 | 174.5655 | 187.5655 | 174.5655 | 174.5655 | 187.5655 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144312 | -148655 | -291852 | 446754 | 523303 | -578866 |
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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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