Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859728.9363 | 786090.5179 | 73638.4184 | 4062202.8988 | 5296583.88 | -1234380.9812 |
Total P&L (%) | 859.7289 | 786.0905 | 73.6384 | 4062.2029 | 5296.5839 | -1234.381 |
Avg Daily Profit (%) | 0.3438 | 0.3144 | 0.0295 | 0.1492 | 0.1596 | 0 |
Buy And Hold Return (%) | 840.5912 | 840.5912 | 840.5912 | 840.5912 | 840.5912 | 840.5912 |
Max Trade Drawdown | -106788 | -85340 | -109723 | -4410977 | -3366290 | -3954727 |
Profit Factor | 2.7054 | 4.9021 | 1.2433 | 1.3654 | 2.0853 | 0.8021 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 43.6782 | 47.7273 | 39.5349 | 43.6782 | 47.7273 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.4885 | 5.3689 | 1.9015 | 1.7606 | 2.2839 | 1.2268 |
Largest Winning Trade | 333536 | 333536 | 52921 | 2841785 | 2841785 | 1412245 |
Largest Losing Trade | -72233 | -21779 | -72233 | -2102327 | -938072 | -2102327 |
Avg Bars in Trades | 80 | 71 | 90 | 80 | 71 | 90 |
Avg Bars in Winners | 115 | 88 | 148 | 115 | 88 | 148 |
Avg Bars in Losers | 54 | 55 | 52 | 54 | 55 | 52 |
Bars Traded | 7046 | 3145 | 3901 | 7046 | 3145 | 3901 |
Profit Streak | 148.9149 | 162.2483 | 148.9149 | 148.9149 | 162.2483 | 148.9149 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145140 | -148898 | -321912 | 209912 | 407953 | -582556 |
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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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