Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799314.6704 | 692505.8569 | 106808.8135 | 2497210.2547 | 5052091.73 | -2554881.4752 |
Total P&L (%) | 799.3147 | 692.5059 | 106.8088 | 2497.2103 | 5052.0917 | -2554.8815 |
Avg Daily Profit (%) | 0.3196 | 0.2769 | 0.0427 | 0.1303 | 0.1578 | 0 |
Buy And Hold Return (%) | 852.4036 | 852.4036 | 852.4036 | 852.4036 | 852.4036 | 852.4036 |
Max Trade Drawdown | -127768 | -108543 | -103184 | -2814763 | -677806 | -3435774 |
Profit Factor | 2.7893 | 4.1621 | 1.4691 | 1.3758 | 3.6036 | 0.457 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 53.1915 | 57.4468 | 48.9362 | 53.1915 | 57.4468 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.4546 | 3.0831 | 1.5329 | 1.2107 | 2.6693 | 0.4769 |
Largest Winning Trade | 261353 | 261353 | 61075 | 2442348 | 2442348 | 698663 |
Largest Losing Trade | -90168 | -43181 | -90168 | -2708778 | -570722 | -2708778 |
Avg Bars in Trades | 71 | 85 | 57 | 71 | 85 | 57 |
Avg Bars in Winners | 92 | 104 | 78 | 92 | 104 | 78 |
Avg Bars in Losers | 48 | 60 | 38 | 48 | 60 | 38 |
Bars Traded | 6740 | 4016 | 2723 | 6740 | 4016 | 2723 |
Profit Streak | 60.7872 | 79.1205 | 0 | 60.7872 | 79.1205 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150169 | -147892 | -299739 | -20017 | 566713 | -581110 |
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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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