Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848069.1491 | 771459.3792 | 76609.7699 | 4583403.6721 | 4808960.9921 | -225557.32 |
Total P&L (%) | 848.0691 | 771.4594 | 76.6098 | 4583.4037 | 4808.961 | -225.5573 |
Avg Daily Profit (%) | 0.3392 | 0.3085 | 0.0306 | 0.154 | 0.1558 | 0 |
Buy And Hold Return (%) | 886.8298 | 886.8298 | 886.8298 | 886.8298 | 886.8298 | 886.8298 |
Max Trade Drawdown | -57694 | -70869 | -43255 | -2299863 | -1467411 | -876431 |
Profit Factor | 2.6932 | 4.2956 | 1.2871 | 1.7911 | 2.5425 | 0.9157 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 48.5981 | 47.1698 | 50 | 48.5981 | 47.1698 | 50 |
Ratio Avg Win / Avg Loss | 2.8485 | 4.8111 | 1.2871 | 1.8944 | 2.8476 | 0.9157 |
Largest Winning Trade | 363704 | 363704 | 44790 | 4066765 | 4066765 | 272507 |
Largest Losing Trade | -34215 | -34215 | -26180 | -1388894 | -1388894 | -861230 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 4658 | 2314 | 2344 | 4658 | 2314 | 2344 |
Profit Streak | 25.2557 | 0 | 33.2557 | 25.2557 | 0 | 33.2557 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151130 | -330690 | -497242 | 363685 | -169700 | -760292 |
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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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