Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760007.9289 | 645937.9553 | 114069.9736 | 4193652.7877 | 27517374.7346 | -23323721.9469 |
Total P&L (%) | 760.0079 | 645.938 | 114.07 | 4193.6528 | 27517.3747 | -23323.7219 |
Avg Daily Profit (%) | 0.3039 | 0.2583 | 0.0456 | 0.1504 | 0.225 | 0 |
Buy And Hold Return (%) | 829.4468 | 829.4468 | 829.4468 | 829.4468 | 829.4468 | 829.4468 |
Max Trade Drawdown | -127917 | -75384 | -126110 | -31797240 | -5318637 | -32293219 |
Profit Factor | 2.7058 | 4.5148 | 1.4358 | 1.086 | 3.5902 | 0.3882 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 60.6742 | 63.6364 | 57.7778 | 60.6742 | 63.6364 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.7538 | 2.5799 | 1.0492 | 0.7039 | 2.0516 | 0.2837 |
Largest Winning Trade | 114053 | 114053 | 54148 | 18151091 | 18151091 | 4188254 |
Largest Losing Trade | -85795 | -50341 | -85795 | -18295481 | -3548118 | -18295481 |
Avg Bars in Trades | 52 | 58 | 46 | 52 | 58 | 46 |
Avg Bars in Winners | 65 | 54 | 77 | 65 | 54 | 77 |
Avg Bars in Losers | 32 | 66 | 4 | 32 | 66 | 4 |
Bars Traded | 4691 | 2578 | 2113 | 4691 | 2578 | 2113 |
Profit Streak | 61.0902 | 0 | 62.0902 | 61.0902 | 0 | 62.0902 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149508 | -147976 | -295223 | -119058 | 606192 | -579144 |
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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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