Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878551.5329 | 777720.8415 | 100830.6913 | 6418312.0271 | 7956821.2697 | -1538509.2426 |
Total P&L (%) | 878.5515 | 777.7208 | 100.8307 | 6418.312 | 7956.8213 | -1538.5092 |
Avg Daily Profit (%) | 0.3514 | 0.311 | 0.0403 | 0.1672 | 0.1757 | 0 |
Buy And Hold Return (%) | 702.8759 | 702.8759 | 702.8759 | 702.8759 | 702.8759 | 702.8759 |
Max Trade Drawdown | -174458 | -113991 | -78962 | -6225555 | -4318799 | -3447149 |
Profit Factor | 2.2233 | 2.9857 | 1.3088 | 1.3626 | 1.794 | 0.7997 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Profitability (%) | 53.5948 | 56.5789 | 50.6494 | 53.5948 | 56.5789 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.9251 | 2.2913 | 1.2752 | 1.1798 | 1.3768 | 0.7792 |
Largest Winning Trade | 308377 | 308377 | 45421 | 4758390 | 4758390 | 1062455 |
Largest Losing Trade | -50777 | -50777 | -41027 | -3200352 | -3200352 | -984495 |
Avg Bars in Trades | 47 | 54 | 40 | 47 | 54 | 40 |
Avg Bars in Winners | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Losers | 37 | 51 | 25 | 37 | 51 | 25 |
Bars Traded | 7253 | 4159 | 3094 | 7253 | 4159 | 3094 |
Profit Streak | 62.2322 | 0 | 62.5655 | 62.2322 | 0 | 62.5655 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72629 | -166287 | -345991 | 361842 | -38205 | -622092 |
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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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