Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876026.1995 | 813543.6073 | 62482.5922 | 4101271.701 | 4711240.2442 | -609968.5432 |
Total P&L (%) | 876.0262 | 813.5436 | 62.4826 | 4101.2717 | 4711.2402 | -609.9685 |
Avg Daily Profit (%) | 0.3495 | 0.3246 | 0.0249 | 0.1493 | 0.1547 | 0 |
Buy And Hold Return (%) | 869.5697 | 869.5697 | 869.5697 | 869.5697 | 869.5697 | 869.5697 |
Max Trade Drawdown | -102325 | -75967 | -92583 | -3352349 | -2365905 | -2473236 |
Profit Factor | 2.7544 | 5.1845 | 1.2049 | 1.4857 | 2.2451 | 0.8691 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 41.9753 | 43.9024 | 40 | 41.9753 | 43.9024 | 40 |
Ratio Avg Win / Avg Loss | 3.8076 | 6.6247 | 1.8074 | 2.0538 | 2.8687 | 1.3036 |
Largest Winning Trade | 358167 | 358167 | 54326 | 2707812 | 2707812 | 884684 |
Largest Losing Trade | -61611 | -23525 | -61611 | -1345049 | -966528 | -1345049 |
Avg Bars in Trades | 86 | 77 | 96 | 86 | 77 | 96 |
Avg Bars in Winners | 116 | 89 | 146 | 116 | 89 | 146 |
Avg Bars in Losers | 65 | 67 | 63 | 65 | 67 | 63 |
Bars Traded | 7046 | 3171 | 3875 | 7046 | 3171 | 3875 |
Profit Streak | 182.3216 | 182.3216 | 196.3216 | 182.3216 | 182.3216 | 196.3216 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166910 | -150109 | -327615 | -10655 | 342164 | -581996 |
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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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