Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773344.9165 | 661473.8032 | 111871.1133 | 3771071.0904 | 12528475.093 | -8757404.0026 |
Total P&L (%) | 773.3449 | 661.4738 | 111.8711 | 3771.0711 | 12528.4751 | -8757.404 |
Avg Daily Profit (%) | 0.3093 | 0.2646 | 0.0447 | 0.1463 | 0.1937 | 0 |
Buy And Hold Return (%) | 899.5317 | 899.5317 | 899.5317 | 899.5317 | 899.5317 | 899.5317 |
Max Trade Drawdown | -95692 | -86479 | -82820 | -11162143 | -1530578 | -11083793 |
Profit Factor | 2.8739 | 5.2316 | 1.4363 | 1.2264 | 5.1465 | 0.3579 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 64.1026 | 66.6667 | 61.5385 | 64.1026 | 66.6667 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.6094 | 2.6158 | 0.8977 | 0.6868 | 2.5732 | 0.2237 |
Largest Winning Trade | 177437 | 177437 | 55171 | 8559162 | 8559162 | 634438 |
Largest Losing Trade | -82820 | -50509 | -82820 | -11083793 | -915308 | -11083793 |
Avg Bars in Trades | 90 | 102 | 78 | 90 | 102 | 78 |
Avg Bars in Winners | 96 | 84 | 109 | 96 | 84 | 109 |
Avg Bars in Losers | 79 | 139 | 28 | 79 | 139 | 28 |
Bars Traded | 7051 | 4006 | 3045 | 7051 | 4006 | 3045 |
Profit Streak | 0 | 0 | 65.1796 | 0 | 0 | 65.1796 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187990 | -147042 | -297601 | -38036 | 650426 | -578702 |
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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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