Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788728.808 | 720303.9822 | 68424.8259 | 2739912.8777 | 3887141.8063 | -1147228.9286 |
Total P&L (%) | 788.7288 | 720.304 | 68.4248 | 2739.9129 | 3887.1418 | -1147.2289 |
Avg Daily Profit (%) | 0.3154 | 0.2881 | 0.0274 | 0.1339 | 0.1475 | 0 |
Buy And Hold Return (%) | 835.3606 | 835.3606 | 835.3606 | 835.3606 | 835.3606 | 835.3606 |
Max Trade Drawdown | -98854 | -44656 | -86424 | -2205453 | -709305 | -2574010 |
Profit Factor | 2.5896 | 4.6875 | 1.2274 | 1.4816 | 3.0091 | 0.6944 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 49.3671 | 48.7179 | 50 | 49.3671 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 2.656 | 4.9343 | 1.2274 | 1.5196 | 3.1675 | 0.6944 |
Largest Winning Trade | 341594 | 341594 | 47301 | 2298118 | 2298118 | 395106 |
Largest Losing Trade | -70543 | -26222 | -70543 | -1949781 | -630842 | -1949781 |
Avg Bars in Trades | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Winners | 74 | 72 | 75 | 74 | 72 | 75 |
Avg Bars in Losers | 46 | 47 | 45 | 46 | 47 | 45 |
Bars Traded | 4746 | 2327 | 2419 | 4746 | 2327 | 2419 |
Profit Streak | 162.9823 | 167.4823 | 162.9823 | 162.9823 | 167.4823 | 162.9823 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181956 | -148932 | -321464 | -44532 | 319691 | -579783 |
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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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