Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846795.4952 | 773994.6856 | 72800.8096 | 4679869.7319 | 9001649.1736 | -4321779.4417 |
Total P&L (%) | 846.7955 | 773.9947 | 72.8008 | 4679.8697 | 9001.6492 | -4321.7794 |
Avg Daily Profit (%) | 0.3387 | 0.3096 | 0.0291 | 0.1548 | 0.1806 | 0 |
Buy And Hold Return (%) | 762.8622 | 762.8622 | 762.8622 | 762.8622 | 762.8622 | 762.8622 |
Max Trade Drawdown | -138067 | -50296 | -110447 | -6041548 | -2434166 | -8261767 |
Profit Factor | 2.7163 | 5.0774 | 1.2398 | 1.2465 | 2.3306 | 0.6464 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 50 | 47.7273 | 52.2727 | 50 | 47.7273 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.7163 | 5.5609 | 1.132 | 1.2465 | 2.5526 | 0.5902 |
Largest Winning Trade | 333386 | 333386 | 60247 | 7658554 | 7658554 | 2088570 |
Largest Losing Trade | -51158 | -22848 | -51158 | -4386153 | -1272591 | -4386153 |
Avg Bars in Trades | 81 | 88 | 75 | 81 | 88 | 75 |
Avg Bars in Winners | 103 | 110 | 97 | 103 | 110 | 97 |
Avg Bars in Losers | 59 | 68 | 51 | 59 | 68 | 51 |
Bars Traded | 7188 | 3875 | 3313 | 7188 | 3875 | 3313 |
Profit Streak | 61.711 | 95.0443 | 0 | 61.711 | 95.0443 | 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 | -116347 | -144278 | -319693 | 274520 | 447967 | -580424 |
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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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