Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783191.8338 | 723300.239 | 59891.5948 | 2427076.1762 | 4780195.7179 | -2353119.5416 |
Total P&L (%) | 783.1918 | 723.3002 | 59.8916 | 2427.0762 | 4780.1957 | -2353.1195 |
Avg Daily Profit (%) | 0.3132 | 0.2892 | 0.024 | 0.1292 | 0.1556 | 0 |
Buy And Hold Return (%) | 873.4735 | 873.4735 | 873.4735 | 873.4735 | 873.4735 | 873.4735 |
Max Trade Drawdown | -92307 | -68451 | -100931 | -3357296 | -767852 | -4174136 |
Profit Factor | 2.5074 | 4.0453 | 1.2123 | 1.2999 | 2.8135 | 0.5688 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 43.6782 | 40.9091 | 46.5116 | 43.6782 | 40.9091 | 46.5116 |
Ratio Avg Win / Avg Loss | 3.2332 | 5.8433 | 1.3942 | 1.6762 | 4.0639 | 0.6541 |
Largest Winning Trade | 338472 | 338472 | 50312 | 2615720 | 2615720 | 602061 |
Largest Losing Trade | -75264 | -28846 | -75264 | -3080453 | -406507 | -3080453 |
Avg Bars in Trades | 81 | 81 | 81 | 81 | 81 | 81 |
Avg Bars in Winners | 114 | 112 | 116 | 114 | 112 | 116 |
Avg Bars in Losers | 55 | 60 | 50 | 55 | 60 | 50 |
Bars Traded | 7091 | 3606 | 3485 | 7091 | 3606 | 3485 |
Profit Streak | 162.0321 | 162.0321 | 177.6988 | 162.0321 | 162.0321 | 177.6988 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152837 | -152393 | -327438 | -23033 | 341957 | -581113 |
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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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