Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769056.7223 | 722097.1888 | 46959.5335 | 1779127.1451 | 4120430.6387 | -2341303.4937 |
Total P&L (%) | 769.0567 | 722.0972 | 46.9595 | 1779.1271 | 4120.4306 | -2341.3035 |
Avg Daily Profit (%) | 0.3076 | 0.2888 | 0.0188 | 0.1174 | 0.1498 | 0 |
Buy And Hold Return (%) | 947.5811 | 947.5811 | 947.5811 | 947.5811 | 947.5811 | 947.5811 |
Max Trade Drawdown | -91576 | -58115 | -82929 | -2497613 | -989042 | -3218020 |
Profit Factor | 2.3906 | 4.2656 | 1.1415 | 1.2575 | 2.9691 | 0.514 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 47.0588 | 46.5116 | 47.619 | 47.0588 | 46.5116 | 47.619 |
Ratio Avg Win / Avg Loss | 2.6894 | 4.9054 | 1.2556 | 1.4147 | 3.4145 | 0.5654 |
Largest Winning Trade | 348614 | 348614 | 48690 | 2954986 | 2954986 | 294151 |
Largest Losing Trade | -76361 | -22216 | -76361 | -1897628 | -414934 | -1897628 |
Avg Bars in Trades | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Winners | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 4726 | 2383 | 2343 | 4726 | 2383 | 2343 |
Profit Streak | 142.8711 | 154.8711 | 142.8711 | 142.8711 | 154.8711 | 142.8711 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151832 | -150066 | -398757 | -43328 | 386544 | -581088 |
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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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