Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723212.3679 | 668120.365 | 55092.0029 | 2832089.005 | 4908405.7699 | -2076316.7649 |
Total P&L (%) | 723.2124 | 668.1204 | 55.092 | 2832.089 | 4908.4058 | -2076.3168 |
Avg Daily Profit (%) | 0.2892 | 0.2672 | 0.022 | 0.1352 | 0.1567 | 0 |
Buy And Hold Return (%) | 850.1415 | 850.1415 | 850.1415 | 850.1415 | 850.1415 | 850.1415 |
Max Trade Drawdown | -97275 | -78439 | -81000 | -2618099 | -1647286 | -3517300 |
Profit Factor | 2.3956 | 4.3077 | 1.1742 | 1.2938 | 2.4624 | 0.6695 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 56.8182 | 52.2727 | 61.3636 | 56.8182 | 52.2727 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.8206 | 3.9331 | 0.7393 | 0.9833 | 2.2483 | 0.4216 |
Largest Winning Trade | 255400 | 255400 | 51781 | 2973965 | 2973965 | 553381 |
Largest Losing Trade | -51841 | -18183 | -51841 | -1450357 | -513837 | -1450357 |
Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Winners | 92 | 96 | 88 | 92 | 96 | 88 |
Avg Bars in Losers | 59 | 60 | 58 | 59 | 60 | 58 |
Bars Traded | 6879 | 3484 | 3395 | 6879 | 3484 | 3395 |
Profit Streak | 72.3198 | 163.3198 | 0 | 72.3198 | 163.3198 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150736 | -148559 | -358230 | -14876 | 463012 | -579246 |
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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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