Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775121.4106 | 713313.5281 | 61807.8826 | 3645791.9067 | 8289060.4569 | -4643268.5502 |
Total P&L (%) | 775.1214 | 713.3135 | 61.8079 | 3645.7919 | 8289.0605 | -4643.2686 |
Avg Daily Profit (%) | 0.31 | 0.2853 | 0.0247 | 0.145 | 0.1773 | 0 |
Buy And Hold Return (%) | 798.8684 | 798.8684 | 798.8684 | 798.8684 | 798.8684 | 798.8684 |
Max Trade Drawdown | -89784 | -51474 | -134862 | -4638191 | -2098825 | -7919234 |
Profit Factor | 2.515 | 4.9334 | 1.1871 | 1.1925 | 2.4336 | 0.6472 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 52.381 | 52.381 | 52.381 | 52.381 | 52.381 | 52.381 |
Ratio Avg Win / Avg Loss | 2.2864 | 4.4849 | 1.0792 | 1.0841 | 2.2124 | 0.5884 |
Largest Winning Trade | 213455 | 213455 | 60894 | 4463182 | 4463182 | 1346283 |
Largest Losing Trade | -47759 | -28265 | -47759 | -2864556 | -1042884 | -2864556 |
Avg Bars in Trades | 114 | 114 | 114 | 114 | 114 | 114 |
Avg Bars in Winners | 135 | 135 | 136 | 135 | 135 | 136 |
Avg Bars in Losers | 91 | 91 | 91 | 91 | 91 | 91 |
Bars Traded | 9616 | 4801 | 4815 | 9616 | 4801 | 4815 |
Profit Streak | 80.0085 | 173.7585 | 80.0085 | 80.0085 | 173.7585 | 80.0085 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150509 | -147557 | -339380 | -8049 | 510780 | -579868 |
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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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