Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668601.0676 | 620291.8384 | 48309.2292 | -3526075.2544 | 6576349.1557 | -10102424.4101 |
Total P&L (%) | 668.6011 | 620.2918 | 48.3092 | -3526.0753 | 6576.3492 | -10102.4244 |
Avg Daily Profit (%) | 0.2674 | 0.2481 | 0.0193 | 0 | 0.1682 | 0 |
Buy And Hold Return (%) | 837.0992 | 837.0992 | 837.0992 | 837.0992 | 837.0992 | 837.0992 |
Max Trade Drawdown | -118197 | -54800 | -169155 | -14584670 | -2873851 | -15537983 |
Profit Factor | 2.3665 | 4.7205 | 1.1498 | 0.8717 | 1.7701 | 0.4665 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 22 | 20 | 37 | 19 | 18 |
Losing Trades | 40 | 19 | 21 | 45 | 22 | 23 |
Profitability (%) | 51.2195 | 53.6585 | 48.7805 | 45.122 | 46.3415 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.2538 | 4.0768 | 1.2073 | 1.0601 | 2.0496 | 0.5961 |
Largest Winning Trade | 144929 | 144929 | 54151 | 3718242 | 3718242 | 1715970 |
Largest Losing Trade | -118197 | -22376 | -118197 | -10743816 | -1379815 | -10743816 |
Avg Bars in Trades | 86 | 74 | 99 | 86 | 74 | 99 |
Avg Bars in Winners | 98 | 71 | 128 | 97 | 77 | 118 |
Avg Bars in Losers | 74 | 76 | 72 | 78 | 71 | 84 |
Bars Traded | 7122 | 3040 | 4082 | 7122 | 3040 | 4082 |
Profit Streak | 162.9619 | 162.9619 | 184.6285 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159893 | -148263 | -388061 | -589785 | 350468 | -583113 |
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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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