Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877842.6907 | 794918.1296 | 82924.5611 | 5301361.1238 | 7879434.3261 | -2578073.2023 |
Total P&L (%) | 877.8427 | 794.9181 | 82.9246 | 5301.3611 | 7879.4343 | -2578.0732 |
Avg Daily Profit (%) | 0.3511 | 0.3179 | 0.0332 | 0.1597 | 0.1753 | 0 |
Buy And Hold Return (%) | 969.5914 | 969.5914 | 969.5914 | 969.5914 | 969.5914 | 969.5914 |
Max Trade Drawdown | -82139 | -53022 | -89415 | -3193370 | -1974014 | -3935048 |
Profit Factor | 2.8152 | 5.6682 | 1.2647 | 1.3763 | 2.4963 | 0.7078 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 53.8462 | 51.9231 | 55.7692 | 53.8462 | 51.9231 | 55.7692 |
Ratio Avg Win / Avg Loss | 2.413 | 5.2484 | 1.003 | 1.1797 | 2.3114 | 0.5613 |
Largest Winning Trade | 364984 | 364984 | 51083 | 5973730 | 5973730 | 1263178 |
Largest Losing Trade | -67514 | -17998 | -67514 | -1846000 | -707073 | -1846000 |
Avg Bars in Trades | 68 | 76 | 60 | 68 | 76 | 60 |
Avg Bars in Winners | 87 | 97 | 79 | 87 | 97 | 79 |
Avg Bars in Losers | 46 | 54 | 36 | 46 | 54 | 36 |
Bars Traded | 7135 | 3981 | 3154 | 7135 | 3981 | 3154 |
Profit Streak | 50.4935 | 105.8268 | 0 | 50.4935 | 105.8268 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149735 | -327295 | -493803 | 308208 | -166263 | -760085 |
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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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