Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765423.2024 | 649291.3268 | 116131.8756 | 5749659.2008 | 10523670.668 | -4774011.4672 |
Total P&L (%) | 765.4232 | 649.2913 | 116.1319 | 5749.6592 | 10523.6707 | -4774.0115 |
Avg Daily Profit (%) | 0.306 | 0.2596 | 0.0464 | 0.1628 | 0.1867 | 0 |
Buy And Hold Return (%) | 771.9927 | 771.9927 | 771.9927 | 771.9927 | 771.9927 | 771.9927 |
Max Trade Drawdown | -84857 | -78214 | -75830 | -7390162 | -1379025 | -7569225 |
Profit Factor | 2.702 | 4.5187 | 1.4379 | 1.4653 | 4.6589 | 0.4964 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 55.8442 | 60.5263 | 51.2821 | 55.8442 | 60.5263 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.1365 | 2.947 | 1.366 | 1.1586 | 3.0384 | 0.4716 |
Largest Winning Trade | 163969 | 163969 | 60425 | 6649991 | 6649991 | 912064 |
Largest Losing Trade | -64287 | -48617 | -64287 | -6882343 | -839880 | -6882343 |
Avg Bars in Trades | 59 | 69 | 50 | 59 | 69 | 50 |
Avg Bars in Winners | 73 | 66 | 80 | 73 | 66 | 80 |
Avg Bars in Losers | 42 | 73 | 17 | 42 | 73 | 17 |
Bars Traded | 4586 | 2633 | 1953 | 4586 | 2633 | 1953 |
Profit Streak | 105.0218 | 141.5218 | 105.0218 | 105.0218 | 141.5218 | 105.0218 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195963 | -147840 | -295009 | -35470 | 627033 | -580030 |
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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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