Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676868.0171 | 647571.6384 | 29296.3787 | 551131.7704 | 9123745.5836 | -8572613.8133 |
Total P&L (%) | 676.868 | 647.5716 | 29.2964 | 551.1318 | 9123.7456 | -8572.6138 |
Avg Daily Profit (%) | 0.2707 | 0.259 | 0.0117 | 0.075 | 0.1811 | 0 |
Buy And Hold Return (%) | 826.0329 | 826.0329 | 826.0329 | 826.0329 | 826.0329 | 826.0329 |
Max Trade Drawdown | -163927 | -93499 | -154994 | -9948375 | -1406803 | -11054182 |
Profit Factor | 1.899 | 2.953 | 1.0695 | 1.0316 | 3.34 | 0.368 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.5687 | 2.4394 | 0.8835 | 0.8522 | 2.7592 | 0.304 |
Largest Winning Trade | 147337 | 147337 | 61298 | 5455646 | 5455646 | 672100 |
Largest Losing Trade | -88658 | -42375 | -88658 | -9213315 | -735624 | -9213315 |
Avg Bars in Trades | 43 | 50 | 35 | 43 | 50 | 35 |
Avg Bars in Winners | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Losers | 36 | 51 | 22 | 36 | 51 | 22 |
Bars Traded | 7273 | 4281 | 2992 | 7273 | 4281 | 2992 |
Profit Streak | 65.6178 | 90.6178 | 65.6178 | 65.6178 | 90.6178 | 65.6178 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150540 | -149905 | -487412 | -442710 | 574339 | -579518 |
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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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