Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790439.1372 | 781726.6997 | 8712.4375 | 537687.5948 | 605417.2115 | -67729.6167 |
Total P&L (%) | 790.4391 | 781.7267 | 8.7124 | 537.6876 | 605.4172 | -67.7296 |
Avg Daily Profit (%) | 0.3794 | 0.3752 | 0.0042 | 0.089 | 0.0938 | -0.0543 |
Buy And Hold Return (%) | 465.4199 | 465.4199 | 465.4199 | 465.4199 | 465.4199 | 465.4199 |
Max Trade Drawdown | -154171 | -141555 | -45966 | -680319 | -527294 | -267559 |
Profit Factor | 2.9446 | 3.6136 | 1.0811 | 1.402 | 1.657 | 0.8373 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 58.8235 | 52.381 | 65.1163 | 58.8235 | 52.381 | 65.1163 |
Ratio Avg Win / Avg Loss | 2.0612 | 3.2851 | 0.5792 | 0.9814 | 1.5064 | 0.4485 |
Largest Winning Trade | 410232 | 410232 | 11805 | 475522 | 475522 | 50955 |
Largest Losing Trade | -62830 | -62830 | -24254 | -364846 | -364846 | -185945 |
Avg Bars in Trades | 289 | 536 | 48 | 289 | 536 | 48 |
Avg Bars in Winners | 180 | 363 | 36 | 180 | 363 | 36 |
Avg Bars in Losers | 444 | 726 | 69 | 444 | 726 | 69 |
Bars Traded | 24601 | 22537 | 2064 | 24601 | 22537 | 2064 |
Profit Streak | 19.3873 | 19.3873 | 86.054 | 19.3873 | 19.3873 | 86.054 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328913 | 295159 | -482582 | -189353 | -135446 | -577404 |
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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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