Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838513.303 | 762821.6537 | 75691.6494 | 2072603.5056 | 3436347.0357 | -1363743.53 |
Total P&L (%) | 838.5133 | 762.8217 | 75.6916 | 2072.6035 | 3436.347 | -1363.7435 |
Avg Daily Profit (%) | 0.3348 | 0.3046 | 0.0302 | 0.123 | 0.1425 | 0 |
Buy And Hold Return (%) | 282.4111 | 282.4111 | 282.4111 | 282.4111 | 282.4111 | 282.4111 |
Max Trade Drawdown | -139552 | -89542 | -60539 | -6549621 | -3479880 | -3204305 |
Profit Factor | 2.514 | 3.3362 | 1.333 | 1.1418 | 1.4352 | 0.7971 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 50 | 42.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.514 | 4.4483 | 0.9997 | 1.1418 | 1.9136 | 0.5978 |
Largest Winning Trade | 417048 | 417048 | 42345 | 4535509 | 4535509 | 1052732 |
Largest Losing Trade | -42163 | -28220 | -42163 | -2229389 | -1151897 | -2229389 |
Avg Bars in Trades | 87 | 131 | 43 | 87 | 131 | 43 |
Avg Bars in Winners | 103 | 167 | 54 | 103 | 167 | 54 |
Avg Bars in Losers | 71 | 103 | 28 | 71 | 103 | 28 |
Bars Traded | 7343 | 5507 | 1836 | 7343 | 5507 | 1836 |
Profit Streak | 0 | 0 | 98.6314 | 0 | 0 | 98.6314 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398439 | 331165 | -318142 | -92733 | -3152 | -579248 |
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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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