Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948645.3202 | 826197.2724 | 122448.0478 | 14004722.9046 | 16263604.4937 | -2258881.5891 |
Total P&L (%) | 948.6453 | 826.1973 | 122.448 | 14004.7229 | 16263.6045 | -2258.8816 |
Avg Daily Profit (%) | 0.3794 | 0.3304 | 0.049 | 0.1981 | 0.2041 | 0 |
Buy And Hold Return (%) | 842.6052 | 842.6052 | 842.6052 | 842.6052 | 842.6052 | 842.6052 |
Max Trade Drawdown | -60748 | -62087 | -40678 | -6783373 | -3635480 | -4224872 |
Profit Factor | 2.6008 | 3.8242 | 1.4081 | 1.7629 | 2.8679 | 0.7659 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 40.5594 | 33.8028 | 47.2222 | 40.5594 | 33.8028 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.8115 | 7.4891 | 1.5737 | 2.5835 | 5.6162 | 0.856 |
Largest Winning Trade | 346560 | 346560 | 47473 | 12212319 | 12212319 | 828410 |
Largest Losing Trade | -26531 | -26531 | -23213 | -3050310 | -2818300 | -3050310 |
Avg Bars in Trades | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Winners | 87 | 95 | 82 | 87 | 95 | 82 |
Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
Bars Traded | 7281 | 3705 | 3577 | 7281 | 3705 | 3577 |
Profit Streak | 84.008 | 86.008 | 84.008 | 84.008 | 86.008 | 84.008 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114425 | -242391 | -371411 | 325191 | -79151 | -660758 |
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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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