Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800804.9044 | 640185.9361 | 160618.9683 | -4919678.0848 | 42583760.3854 | -47503438.4702 |
Total P&L (%) | 800.8049 | 640.1859 | 160.619 | -4919.6781 | 42583.7604 | -47503.4385 |
Avg Daily Profit (%) | 0.3203 | 0.256 | 0.0642 | 0 | 0.2425 | 0 |
Buy And Hold Return (%) | 905.4997 | 905.4997 | 905.4997 | 905.4997 | 905.4997 | 905.4997 |
Max Trade Drawdown | -105094 | -68875 | -105094 | -60176581 | -4614183 | -58814076 |
Profit Factor | 3.3625 | 6.9045 | 1.6967 | 0.9354 | 5.5433 | 0.2883 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 53 | 26 | 27 | 49 | 24 | 25 |
Losing Trades | 24 | 12 | 12 | 28 | 14 | 14 |
Profitability (%) | 68.8312 | 68.4211 | 69.2308 | 63.6364 | 63.1579 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.5226 | 3.1867 | 0.7541 | 0.5345 | 3.2336 | 0.1614 |
Largest Winning Trade | 109759 | 109759 | 39411 | 28966289 | 28966289 | 2722383 |
Largest Losing Trade | -105094 | -40283 | -105094 | -58176856 | -2605429 | -58176856 |
Avg Bars in Trades | 61 | 63 | 60 | 61 | 63 | 60 |
Avg Bars in Winners | 62 | 60 | 63 | 59 | 57 | 62 |
Avg Bars in Losers | 61 | 68 | 53 | 65 | 73 | 57 |
Bars Traded | 4758 | 2396 | 2362 | 4758 | 2396 | 2362 |
Profit Streak | 193.2337 | 330.7337 | 193.2337 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192455 | -144987 | -269012 | -625010 | 659271 | -578929 |
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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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