Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599311.5797 | 555980.6308 | 43330.9489 | 1495443.6033 | 3780108.4715 | -2284664.8682 |
Total P&L (%) | 599.3116 | 555.9806 | 43.3309 | 1495.4436 | 3780.1085 | -2284.6649 |
Avg Daily Profit (%) | 0.2397 | 0.2223 | 0.0173 | 0.1108 | 0.1464 | 0 |
Buy And Hold Return (%) | 834.7648 | 834.7648 | 834.7648 | 834.7648 | 834.7648 | 834.7648 |
Max Trade Drawdown | -90596 | -85263 | -101702 | -2007879 | -661375 | -2706977 |
Profit Factor | 2.2243 | 3.9043 | 1.1454 | 1.2586 | 3.5006 | 0.4651 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 61.8421 | 65.7895 | 57.8947 | 61.8421 | 65.7895 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.3724 | 2.0302 | 0.833 | 0.7766 | 1.8203 | 0.3383 |
Largest Winning Trade | 156121 | 156121 | 46131 | 1843220 | 1843220 | 203230 |
Largest Losing Trade | -66889 | -47377 | -66889 | -1943949 | -309817 | -1943949 |
Avg Bars in Trades | 60 | 70 | 50 | 60 | 70 | 50 |
Avg Bars in Winners | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Losers | 52 | 89 | 23 | 52 | 89 | 23 |
Bars Traded | 4588 | 2687 | 1901 | 4588 | 2687 | 1901 |
Profit Streak | 53.5312 | 277.0312 | 0 | 53.5312 | 277.0312 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205680 | -147148 | -396739 | -106134 | 402619 | -579741 |
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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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