Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893333.0523 | 798569.05 | 94764.0023 | 7250628.6824 | 9377046.4502 | -2126417.7678 |
Total P&L (%) | 893.3331 | 798.5691 | 94.764 | 7250.6287 | 9377.0465 | -2126.4178 |
Avg Daily Profit (%) | 0.3573 | 0.3194 | 0.0379 | 0.172 | 0.1822 | 0 |
Buy And Hold Return (%) | 881.958 | 881.958 | 881.958 | 881.958 | 881.958 | 881.958 |
Max Trade Drawdown | -116240 | -58288 | -86577 | -5379628 | -2752753 | -3807210 |
Profit Factor | 3.2081 | 5.7361 | 1.4016 | 1.5942 | 2.9422 | 0.7117 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 50 | 53.4884 | 46.5116 | 50 | 53.4884 | 46.5116 |
Ratio Avg Win / Avg Loss | 3.2081 | 4.9879 | 1.6119 | 1.5942 | 2.5584 | 0.8184 |
Largest Winning Trade | 292847 | 292847 | 59881 | 4368637 | 4368637 | 1397300 |
Largest Losing Trade | -71980 | -30883 | -71980 | -2893252 | -1494426 | -2893252 |
Avg Bars in Trades | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Winners | 70 | 70 | 69 | 70 | 70 | 69 |
Avg Bars in Losers | 36 | 41 | 32 | 36 | 41 | 32 |
Bars Traded | 4591 | 2459 | 2132 | 4591 | 2459 | 2132 |
Profit Streak | 71.265 | 110.265 | 0 | 71.265 | 110.265 | 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 | -145463 | -147319 | -307543 | 416841 | 524498 | -582083 |
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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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