Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762792.0695 | 675148.986 | 87643.0835 | 5513406.2521 | 7574366.4652 | -2060960.2131 |
Total P&L (%) | 762.7921 | 675.149 | 87.6431 | 5513.4063 | 7574.3665 | -2060.9602 |
Avg Daily Profit (%) | 0.3051 | 0.27 | 0.0351 | 0.1612 | 0.1737 | 0 |
Buy And Hold Return (%) | 891.1542 | 891.1542 | 891.1542 | 891.1542 | 891.1542 | 891.1542 |
Max Trade Drawdown | -76992 | -56217 | -101604 | -2597330 | -1425394 | -4831761 |
Profit Factor | 2.6632 | 4.591 | 1.3239 | 1.5066 | 2.9847 | 0.7084 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 48.4536 | 53.0612 | 43.75 | 48.4536 | 53.0612 | 43.75 |
Ratio Avg Win / Avg Loss | 2.8332 | 4.0613 | 1.7021 | 1.6027 | 2.6403 | 0.9108 |
Largest Winning Trade | 293403 | 293403 | 47838 | 4355441 | 4355441 | 915694 |
Largest Losing Trade | -56576 | -21981 | -56576 | -2136807 | -497838 | -2136807 |
Avg Bars in Trades | 72 | 72 | 73 | 72 | 72 | 73 |
Avg Bars in Winners | 97 | 94 | 101 | 97 | 94 | 101 |
Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
Bars Traded | 7062 | 3558 | 3504 | 7062 | 3558 | 3504 |
Profit Streak | 80.0462 | 83.7129 | 0 | 80.0462 | 83.7129 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151547 | -148595 | -312847 | 354107 | 524338 | -583119 |
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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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