Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644552.4828 | 610257.4136 | 34295.0691 | 710651.7088 | 3949653.1275 | -3239001.4186 |
Total P&L (%) | 644.5525 | 610.2574 | 34.2951 | 710.6517 | 3949.6531 | -3239.0014 |
Avg Daily Profit (%) | 0.2577 | 0.244 | 0.0137 | 0.0837 | 0.1481 | 0 |
Buy And Hold Return (%) | 788.8162 | 788.8162 | 788.8162 | 788.8162 | 788.8162 | 788.8162 |
Max Trade Drawdown | -137669 | -75195 | -101200 | -3655061 | -238249 | -3445677 |
Profit Factor | 2.3036 | 4.4512 | 1.108 | 1.1447 | 8.3597 | 0.2597 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 62.3377 | 63.1579 | 61.5385 | 62.3377 | 63.1579 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.3918 | 2.5965 | 0.6925 | 0.6916 | 4.8765 | 0.1623 |
Largest Winning Trade | 169302 | 169302 | 63393 | 2572612 | 2572612 | 162853 |
Largest Losing Trade | -80124 | -37915 | -80124 | -3278810 | -129917 | -3278810 |
Avg Bars in Trades | 61 | 63 | 58 | 61 | 63 | 58 |
Avg Bars in Winners | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Losers | 50 | 59 | 43 | 50 | 59 | 43 |
Bars Traded | 4721 | 2427 | 2294 | 4721 | 2427 | 2294 |
Profit Streak | 89.9404 | 92.9404 | 89.9404 | 89.9404 | 92.9404 | 89.9404 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197412 | -147693 | -441645 | -353048 | 523912 | -578703 |
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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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