Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681336.6281 | 607593.3816 | 73743.2465 | 2017251.437 | 12191455.3459 | -10174203.9089 |
Total P&L (%) | 681.3366 | 607.5934 | 73.7432 | 2017.2514 | 12191.4553 | -10174.2039 |
Avg Daily Profit (%) | 0.2725 | 0.243 | 0.0295 | 0.1222 | 0.1926 | 0 |
Buy And Hold Return (%) | 732.4079 | 732.4079 | 732.4079 | 732.4079 | 732.4079 | 732.4079 |
Max Trade Drawdown | -116841 | -81305 | -137003 | -13165126 | -4041440 | -15417578 |
Profit Factor | 2.3196 | 3.7285 | 1.2511 | 1.0727 | 2.3859 | 0.4627 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Losing Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Profitability (%) | 56.9892 | 65.2174 | 48.9362 | 56.9892 | 65.2174 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.7506 | 1.9885 | 1.3055 | 0.8096 | 1.2725 | 0.4828 |
Largest Winning Trade | 112133 | 112133 | 52548 | 7574724 | 7574724 | 2372582 |
Largest Losing Trade | -84139 | -52036 | -84139 | -9292469 | -2225460 | -9292469 |
Avg Bars in Trades | 75 | 81 | 69 | 75 | 81 | 69 |
Avg Bars in Winners | 99 | 84 | 118 | 99 | 84 | 118 |
Avg Bars in Losers | 44 | 77 | 22 | 44 | 77 | 22 |
Bars Traded | 7040 | 3769 | 3272 | 7040 | 3769 | 3272 |
Profit Streak | 54.0525 | 0 | 55.0525 | 54.0525 | 0 | 55.0525 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150986 | -148463 | -319245 | -173288 | 484368 | -580548 |
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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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