Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676784.1303 | 605727.2933 | 71056.837 | 2000347.7525 | 11787241.5878 | -9786893.8353 |
Total P&L (%) | 676.7841 | 605.7273 | 71.0568 | 2000.3478 | 11787.2416 | -9786.8938 |
Avg Daily Profit (%) | 0.2707 | 0.2422 | 0.0284 | 0.1218 | 0.1913 | 0 |
Buy And Hold Return (%) | 903.2703 | 903.2703 | 903.2703 | 903.2703 | 903.2703 | 903.2703 |
Max Trade Drawdown | -129879 | -61535 | -121401 | -12926995 | -639987 | -12815471 |
Profit Factor | 2.4167 | 4.4489 | 1.2352 | 1.1223 | 7.0426 | 0.3205 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 61.7021 | 55.3191 | 68.0851 | 61.7021 | 55.3191 | 68.0851 |
Ratio Avg Win / Avg Loss | 1.5 | 3.5933 | 0.579 | 0.6966 | 5.6882 | 0.1503 |
Largest Winning Trade | 108750 | 108750 | 54242 | 7360060 | 7360060 | 664801 |
Largest Losing Trade | -85795 | -42705 | -85795 | -8121115 | -431189 | -8121115 |
Avg Bars in Trades | 48 | 59 | 38 | 48 | 59 | 38 |
Avg Bars in Winners | 51 | 58 | 44 | 51 | 58 | 44 |
Avg Bars in Losers | 45 | 59 | 24 | 45 | 59 | 24 |
Bars Traded | 4581 | 2774 | 1807 | 4581 | 2774 | 1807 |
Profit Streak | 63.0751 | 97.5751 | 0 | 63.0751 | 97.5751 | 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 | -150204 | -148258 | -320247 | -120723 | 655943 | -578352 |
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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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