Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802506.6098 | 733211.3073 | 69295.3025 | 3698821.0934 | 4924706.2361 | -1225885.1427 |
Total P&L (%) | 802.5066 | 733.2113 | 69.2953 | 3698.8211 | 4924.7062 | -1225.8851 |
Avg Daily Profit (%) | 0.321 | 0.2933 | 0.0277 | 0.1456 | 0.1568 | 0 |
Buy And Hold Return (%) | 701.6262 | 701.6262 | 701.6262 | 701.6262 | 701.6262 | 701.6262 |
Max Trade Drawdown | -112702 | -68869 | -97297 | -2213551 | -1615287 | -2500251 |
Profit Factor | 2.1494 | 3.2047 | 1.1895 | 1.3296 | 1.9486 | 0.7967 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 48.2558 | 45.3488 | 51.1628 | 48.2558 | 45.3488 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.3048 | 3.862 | 1.1355 | 1.4257 | 2.3483 | 0.7605 |
Largest Winning Trade | 332217 | 332217 | 50491 | 2434070 | 2434070 | 606642 |
Largest Losing Trade | -51112 | -22078 | -51112 | -1201965 | -471971 | -1201965 |
Avg Bars in Trades | 40 | 38 | 41 | 40 | 38 | 41 |
Avg Bars in Winners | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Losers | 32 | 28 | 36 | 32 | 28 | 36 |
Bars Traded | 6911 | 3314 | 3596 | 6911 | 3314 | 3596 |
Profit Streak | 68.9224 | 78.589 | 0 | 68.9224 | 78.589 | 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 | -107104 | -138387 | -333843 | 58801 | 352598 | -580951 |
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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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