Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846545.4735 | 780861.8402 | 65683.6333 | 4596991.3926 | 9803511.1073 | -5206519.7147 |
Total P&L (%) | 846.5455 | 780.8618 | 65.6836 | 4596.9914 | 9803.5111 | -5206.5197 |
Avg Daily Profit (%) | 0.3386 | 0.3123 | 0.0263 | 0.1541 | 0.184 | 0 |
Buy And Hold Return (%) | 863.5281 | 863.5281 | 863.5281 | 863.5281 | 863.5281 | 863.5281 |
Max Trade Drawdown | -153014 | -59060 | -125427 | -7165330 | -3601003 | -10207555 |
Profit Factor | 2.6814 | 5.1435 | 1.2085 | 1.1999 | 2.193 | 0.6478 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 51.6854 | 46.6667 | 56.8182 | 51.6854 | 46.6667 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.5066 | 5.8783 | 0.9185 | 1.1216 | 2.5063 | 0.4923 |
Largest Winning Trade | 327393 | 327393 | 63644 | 8068890 | 8068890 | 2723482 |
Largest Losing Trade | -53073 | -23637 | -53073 | -4893189 | -1466198 | -4893189 |
Avg Bars in Trades | 80 | 86 | 73 | 80 | 86 | 73 |
Avg Bars in Winners | 99 | 106 | 93 | 99 | 106 | 93 |
Avg Bars in Losers | 59 | 67 | 48 | 59 | 67 | 48 |
Bars Traded | 7124 | 3870 | 3254 | 7124 | 3870 | 3254 |
Profit Streak | 69.9079 | 103.2413 | 0 | 69.9079 | 103.2413 | 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 | -150426 | -149152 | -324757 | 247693 | 424842 | -579835 |
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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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