Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784265.1992 | 674206.1517 | 110059.0475 | -4678736.0406 | -24986002.8908 | 20307266.8503 |
Total P&L (%) | 784.2652 | 674.2062 | 110.059 | -4678.736 | -24986.0029 | 20307.2669 |
Avg Daily Profit (%) | 0.3136 | 0.2696 | 0.044 | 0 | 0 | 0.2129 |
Buy And Hold Return (%) | 792.5352 | 792.5352 | 792.5352 | 792.5352 | 792.5352 | 792.5352 |
Max Trade Drawdown | -179340 | -42637 | -180325 | -37586764 | -26684375 | -11337212 |
Profit Factor | 2.7689 | 6.6705 | 1.3392 | 0.8868 | 0.1312 | 2.6148 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 57 | 26 | 31 | 36 | 19 | 17 |
Losing Trades | 27 | 16 | 11 | 48 | 23 | 25 |
Profitability (%) | 67.8571 | 61.9048 | 73.8095 | 42.8571 | 45.2381 | 40.4762 |
Ratio Avg Win / Avg Loss | 1.3116 | 4.1049 | 0.4752 | 1.1824 | 0.1588 | 3.8453 |
Largest Winning Trade | 177107 | 177107 | 54242 | 20584151 | 1128344 | 20584151 |
Largest Losing Trade | -124176 | -30279 | -124176 | -19181932 | -19181932 | -3328682 |
Avg Bars in Trades | 54 | 67 | 40 | 54 | 67 | 40 |
Avg Bars in Winners | 58 | 66 | 51 | 44 | 59 | 27 |
Avg Bars in Losers | 46 | 70 | 11 | 61 | 74 | 50 |
Bars Traded | 4560 | 2843 | 1717 | 4560 | 2843 | 1717 |
Profit Streak | 84.0784 | 84.0784 | 283.0784 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148817 | -146472 | -296762 | -581664 | -582586 | 341080 |
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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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