Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823469.0443 | 751358.3994 | 72110.645 | 3903087.0113 | 11037479.4653 | -7134392.454 |
Total P&L (%) | 823.469 | 751.3584 | 72.1106 | 3903.087 | 11037.4795 | -7134.3925 |
Avg Daily Profit (%) | 0.3293 | 0.3004 | 0.0288 | 0.1476 | 0.1886 | 0 |
Buy And Hold Return (%) | 865.9717 | 865.9717 | 865.9717 | 865.9717 | 865.9717 | 865.9717 |
Max Trade Drawdown | -100702 | -40711 | -133499 | -8515867 | -2349839 | -13578115 |
Profit Factor | 2.8631 | 5.0246 | 1.2825 | 1.1677 | 2.423 | 0.5401 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 44.8276 | 46.5116 | 43.1818 | 44.8276 | 46.5116 | 43.1818 |
Ratio Avg Win / Avg Loss | 3.5238 | 5.7783 | 1.6874 | 1.4372 | 2.7864 | 0.7107 |
Largest Winning Trade | 315667 | 315667 | 49210 | 8241352 | 8241352 | 2696433 |
Largest Losing Trade | -69728 | -22459 | -69728 | -6664781 | -1220687 | -6664781 |
Avg Bars in Trades | 53 | 77 | 29 | 53 | 77 | 29 |
Avg Bars in Winners | 75 | 106 | 41 | 75 | 106 | 41 |
Avg Bars in Losers | 36 | 52 | 20 | 36 | 52 | 20 |
Bars Traded | 4658 | 3338 | 1319 | 4658 | 3338 | 1319 |
Profit Streak | 37.5172 | 0 | 40.0172 | 37.5172 | 0 | 40.0172 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152403 | -150374 | -320819 | -34567 | 405042 | -582545 |
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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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