Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665531.3931 | 611257.2179 | 54274.1752 | 799662.4668 | 5241559.1648 | -4441896.698 |
Total P&L (%) | 665.5314 | 611.2572 | 54.2742 | 799.6625 | 5241.5592 | -4441.8967 |
Avg Daily Profit (%) | 0.2662 | 0.2445 | 0.0217 | 0.0879 | 0.1592 | 0 |
Buy And Hold Return (%) | 832.4017 | 832.4017 | 832.4017 | 832.4017 | 832.4017 | 832.4017 |
Max Trade Drawdown | -95334 | -75750 | -107159 | -4917083 | -479239 | -5045464 |
Profit Factor | 2.2955 | 4.5871 | 1.1581 | 1.1019 | 5.4944 | 0.3356 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 63.8554 | 65.8537 | 61.9048 | 63.8554 | 65.8537 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.2994 | 2.3785 | 0.7127 | 0.6237 | 2.849 | 0.2065 |
Largest Winning Trade | 165257 | 165257 | 56886 | 3426000 | 3426000 | 360894 |
Largest Losing Trade | -88658 | -47863 | -88658 | -4875450 | -239312 | -4875450 |
Avg Bars in Trades | 84 | 93 | 76 | 84 | 93 | 76 |
Avg Bars in Winners | 100 | 91 | 110 | 100 | 91 | 110 |
Avg Bars in Losers | 57 | 99 | 20 | 57 | 99 | 20 |
Bars Traded | 7054 | 3848 | 3206 | 7054 | 3848 | 3206 |
Profit Streak | 58.7239 | 0 | 60.3905 | 58.7239 | 0 | 60.3905 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152558 | -147776 | -375789 | -349767 | 628881 | -578631 |
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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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