Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904521.2511 | 803170.6258 | 101350.6253 | 5874992.9109 | 12225959.1337 | -6350966.2228 |
Total P&L (%) | 904.5213 | 803.1706 | 101.3506 | 5874.9929 | 12225.9591 | -6350.9662 |
Avg Daily Profit (%) | 0.3618 | 0.3212 | 0.0405 | 0.1637 | 0.1927 | 0 |
Buy And Hold Return (%) | 823.4129 | 823.4129 | 823.4129 | 823.4129 | 823.4129 | 823.4129 |
Max Trade Drawdown | -92305 | -46381 | -103153 | -7597730 | -2566786 | -11174762 |
Profit Factor | 2.7684 | 4.2196 | 1.3868 | 1.2614 | 2.541 | 0.5631 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 50.5747 | 48.8372 | 52.2727 | 50.5747 | 48.8372 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.7054 | 4.4205 | 1.2662 | 1.2328 | 2.662 | 0.5142 |
Largest Winning Trade | 332024 | 332024 | 51711 | 7871322 | 7871322 | 1656196 |
Largest Losing Trade | -75264 | -32093 | -75264 | -7247770 | -1229009 | -7247770 |
Avg Bars in Trades | 83 | 86 | 80 | 83 | 86 | 80 |
Avg Bars in Winners | 108 | 110 | 107 | 108 | 110 | 107 |
Avg Bars in Losers | 58 | 63 | 52 | 58 | 63 | 52 |
Bars Traded | 7274 | 3713 | 3561 | 7274 | 3713 | 3561 |
Profit Streak | 159.4607 | 172.794 | 159.4607 | 159.4607 | 172.794 | 159.4607 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118740 | -148913 | -302605 | 333538 | 481939 | -579459 |
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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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