Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740335.1061 | 675139.1329 | 65195.9732 | 3441481.9282 | 5696781.5863 | -2255299.6581 |
Total P&L (%) | 740.3351 | 675.1391 | 65.196 | 3441.4819 | 5696.7816 | -2255.2997 |
Avg Daily Profit (%) | 0.2961 | 0.27 | 0.0261 | 0.1428 | 0.1625 | 0 |
Buy And Hold Return (%) | 845.1156 | 845.1156 | 845.1156 | 845.1156 | 845.1156 | 845.1156 |
Max Trade Drawdown | -112736 | -62935 | -109720 | -4739728 | -2671365 | -4868686 |
Profit Factor | 1.9718 | 2.7131 | 1.1773 | 1.1518 | 1.4681 | 0.7852 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Profitability (%) | 51.6484 | 52.7473 | 50.5495 | 51.6484 | 52.7473 | 50.5495 |
Ratio Avg Win / Avg Loss | 1.846 | 2.4305 | 1.1517 | 1.0783 | 1.3151 | 0.7681 |
Largest Winning Trade | 332279 | 332279 | 32614 | 5866687 | 5866687 | 1023453 |
Largest Losing Trade | -39814 | -39814 | -25824 | -1846889 | -1374401 | -1846889 |
Avg Bars in Trades | 38 | 50 | 27 | 38 | 50 | 27 |
Avg Bars in Winners | 43 | 52 | 33 | 43 | 52 | 33 |
Avg Bars in Losers | 34 | 47 | 20 | 34 | 47 | 20 |
Bars Traded | 7065 | 4579 | 2486 | 7065 | 4579 | 2486 |
Profit Streak | 14.1968 | 16.1968 | 0 | 14.1968 | 16.1968 | 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 | -151411 | -151343 | -349258 | -55970 | 333965 | -580740 |
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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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