Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818192.5889 | 731652.2869 | 86540.302 | 5500371.605 | 7139641.4474 | -1639269.8424 |
Total P&L (%) | 818.1926 | 731.6523 | 86.5403 | 5500.3716 | 7139.6414 | -1639.2698 |
Avg Daily Profit (%) | 0.3272 | 0.2926 | 0.0346 | 0.1611 | 0.1714 | 0 |
Buy And Hold Return (%) | 825.8527 | 825.8527 | 825.8527 | 825.8527 | 825.8527 | 825.8527 |
Max Trade Drawdown | -115757 | -104704 | -61775 | -3469836 | -1678127 | -3064865 |
Profit Factor | 2.8368 | 4.1171 | 1.4107 | 1.633 | 2.6369 | 0.6213 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 48.5149 | 46 | 50.9804 | 48.5149 | 46 | 50.9804 |
Ratio Avg Win / Avg Loss | 3.0105 | 4.8331 | 1.3565 | 1.7329 | 3.0955 | 0.5974 |
Largest Winning Trade | 306785 | 306785 | 43105 | 6170212 | 6170212 | 402171 |
Largest Losing Trade | -31573 | -31573 | -27449 | -1654954 | -1654954 | -1095794 |
Avg Bars in Trades | 46 | 45 | 46 | 46 | 45 | 46 |
Avg Bars in Winners | 59 | 62 | 55 | 59 | 62 | 55 |
Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
Bars Traded | 4658 | 2297 | 2361 | 4658 | 2297 | 2361 |
Profit Streak | 27.1634 | 0 | 35.1634 | 27.1634 | 0 | 35.1634 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151005 | -331411 | -491064 | 388913 | -168788 | -760163 |
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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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