Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879183.4423 | 817105.2334 | 62078.2089 | 3825094.7913 | 10455661.4637 | -6630566.6724 |
Total P&L (%) | 879.1834 | 817.1052 | 62.0782 | 3825.0948 | 10455.6615 | -6630.5667 |
Avg Daily Profit (%) | 0.3516 | 0.3268 | 0.0248 | 0.1469 | 0.1865 | 0 |
Buy And Hold Return (%) | 805.7715 | 805.7715 | 805.7715 | 805.7715 | 805.7715 | 805.7715 |
Max Trade Drawdown | -132314 | -59992 | -116074 | -10267690 | -3452892 | -9794430 |
Profit Factor | 2.7021 | 4.5484 | 1.2169 | 1.1971 | 2.3995 | 0.4445 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 47.191 | 44.4444 | 50 | 47.191 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 3.0238 | 5.6855 | 1.2169 | 1.3396 | 2.9994 | 0.4445 |
Largest Winning Trade | 337858 | 337858 | 50454 | 10108240 | 10108240 | 1308177 |
Largest Losing Trade | -58490 | -24859 | -58490 | -5517769 | -1884932 | -5517769 |
Avg Bars in Trades | 80 | 86 | 72 | 80 | 86 | 72 |
Avg Bars in Winners | 103 | 111 | 96 | 103 | 111 | 96 |
Avg Bars in Losers | 58 | 67 | 49 | 58 | 67 | 49 |
Bars Traded | 7122 | 3912 | 3210 | 7122 | 3912 | 3210 |
Profit Streak | 75.6235 | 109.9568 | 0 | 75.6235 | 109.9568 | 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 | -123241 | -145953 | -325845 | -2108 | 408858 | -580719 |
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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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