Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847087.5831 | 735735.6805 | 111351.9026 | -6368112.8448 | 19174856.7525 | -25542969.5974 |
Total P&L (%) | 847.0876 | 735.7357 | 111.3519 | -6368.1128 | 19174.8568 | -25542.9696 |
Avg Daily Profit (%) | 0.3387 | 0.2942 | 0.0445 | 0 | 0.2106 | 0 |
Buy And Hold Return (%) | 828.2696 | 828.2696 | 828.2696 | 828.2696 | 828.2696 | 828.2696 |
Max Trade Drawdown | -127903 | -74052 | -119049 | -28661671 | -4088007 | -29590880 |
Profit Factor | 2.7172 | 4.4767 | 1.3953 | 0.8633 | 2.7735 | 0.2861 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 55 | 29 | 26 | 57 | 31 | 26 |
Losing Trades | 40 | 18 | 22 | 38 | 16 | 22 |
Profitability (%) | 57.8947 | 61.7021 | 54.1667 | 60 | 65.9574 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.9762 | 2.7786 | 1.1807 | 0.5755 | 1.4315 | 0.2421 |
Largest Winning Trade | 190503 | 190503 | 44598 | 14685028 | 14685028 | 1490697 |
Largest Losing Trade | -115091 | -38965 | -115091 | -25773051 | -2689323 | -25773051 |
Avg Bars in Trades | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Winners | 83 | 78 | 89 | 75 | 73 | 78 |
Avg Bars in Losers | 66 | 72 | 61 | 77 | 81 | 74 |
Bars Traded | 7249 | 3582 | 3668 | 7249 | 3582 | 3668 |
Profit Streak | 83.5183 | 92.8517 | 83.5183 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142063 | -147366 | -297358 | -579228 | 520561 | -580149 |
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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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