Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1863852.0258 | 1917887.9364 | -54035.9107 | 68595.043 | 478251.9457 | -409656.9027 |
Total P&L (%) | 1863.852 | 1917.8879 | -54.0359 | 68.595 | 478.2519 | -409.6569 |
Avg Daily Profit (%) | 0.8076 | 0.831 | -0.0234 | 0.0226 | 0.0761 | 0 |
Buy And Hold Return (%) | 26.826 | 26.826 | 26.826 | 26.826 | 26.826 | 26.826 |
Max Trade Drawdown | -128977 | -84577 | -99933 | -783543 | -502464 | -433491 |
Profit Factor | 3.8417 | 7.0445 | 0.8404 | 1.0256 | 1.3741 | 0.7066 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 5.2387 | 11.2712 | 0.9805 | 1.3986 | 2.1986 | 0.8244 |
Largest Winning Trade | 1886084 | 1886084 | 90810 | 606253 | 606253 | 395297 |
Largest Losing Trade | -56860 | -32279 | -56860 | -216083 | -216083 | -197667 |
Avg Bars in Trades | 54 | 44 | 63 | 54 | 44 | 63 |
Avg Bars in Winners | 96 | 77 | 111 | 96 | 77 | 111 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 4225 | 1738 | 2487 | 4225 | 1738 | 2487 |
Profit Streak | 57.3055 | 57.3055 | 66.8055 | 57.3055 | 57.3055 | 66.8055 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20056 | 671521 | -580817 | -398622 | -92810 | -580817 |
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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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