Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861362.2009 | 748990.063 | 112372.138 | 8575942.153 | 10041769.4525 | -1465827.2995 |
Total P&L (%) | 861.3622 | 748.9901 | 112.3721 | 8575.9422 | 10041.7695 | -1465.8273 |
Avg Daily Profit (%) | 0.3445 | 0.2996 | 0.0449 | 0.1787 | 0.1849 | 0 |
Buy And Hold Return (%) | 870.7764 | 870.7764 | 870.7764 | 870.7764 | 870.7764 | 870.7764 |
Max Trade Drawdown | -118378 | -56158 | -99282 | -5921028 | -3107676 | -6391532 |
Profit Factor | 2.2961 | 3.193 | 1.3479 | 1.3583 | 1.8746 | 0.8823 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 48.7342 | 49.3671 | 48.1013 | 48.7342 | 49.3671 | 48.1013 |
Ratio Avg Win / Avg Loss | 2.4154 | 3.2749 | 1.4543 | 1.4289 | 1.9226 | 0.9519 |
Largest Winning Trade | 342698 | 342698 | 39967 | 6856833 | 6856833 | 1529649 |
Largest Losing Trade | -54332 | -29127 | -54332 | -5641606 | -1573379 | -5641606 |
Avg Bars in Trades | 44 | 60 | 29 | 44 | 60 | 29 |
Avg Bars in Winners | 51 | 63 | 39 | 51 | 63 | 39 |
Avg Bars in Losers | 37 | 57 | 19 | 37 | 57 | 19 |
Bars Traded | 7067 | 4775 | 2292 | 7067 | 4775 | 2292 |
Profit Streak | 12.9548 | 15.9548 | 0 | 12.9548 | 15.9548 | 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 | -151188 | -177412 | -325702 | 332654 | -15159 | -608196 |
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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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