Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794610.0783 | 737482.8956 | 57127.1827 | 194215.777 | 10292291.0183 | -10098075.2413 |
Total P&L (%) | 794.6101 | 737.4829 | 57.1272 | 194.2158 | 10292.291 | -10098.0752 |
Avg Daily Profit (%) | 0.3178 | 0.2949 | 0.0228 | 0.0432 | 0.1859 | 0 |
Buy And Hold Return (%) | 890.7429 | 890.7429 | 890.7429 | 890.7429 | 890.7429 | 890.7429 |
Max Trade Drawdown | -168251 | -85866 | -161218 | -7057404 | -514784 | -12073869 |
Profit Factor | 2.4027 | 5.3178 | 1.1444 | 1.0128 | 10.506 | 0.2808 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 62.5 | 65 | 60 | 62.5 | 65 | 60 |
Ratio Avg Win / Avg Loss | 1.4416 | 2.8634 | 0.7629 | 0.6077 | 5.6571 | 0.1872 |
Largest Winning Trade | 182313 | 182313 | 64638 | 4567605 | 4567605 | 1134477 |
Largest Losing Trade | -92938 | -47643 | -92938 | -6827211 | -303444 | -6827211 |
Avg Bars in Trades | 57 | 64 | 49 | 57 | 64 | 49 |
Avg Bars in Winners | 69 | 68 | 71 | 69 | 68 | 71 |
Avg Bars in Losers | 36 | 58 | 17 | 36 | 58 | 17 |
Bars Traded | 4586 | 2599 | 1987 | 4586 | 2599 | 1987 |
Profit Streak | 53.2313 | 54.2313 | 0 | 53.2313 | 54.2313 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174583 | -146365 | -390178 | -530413 | 683294 | -579453 |
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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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