Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1403306.4643 | 1327193.9803 | 76112.484 | 5039603.5188 | 5724288.642 | -684685.1232 |
Total P&L (%) | 1403.3065 | 1327.194 | 76.1125 | 5039.6035 | 5724.2886 | -684.6851 |
Avg Daily Profit (%) | 0.773 | 0.731 | 0.0419 | 0.2172 | 0.2241 | 0 |
Buy And Hold Return (%) | 788.4323 | 788.4323 | 788.4323 | 788.4323 | 788.4323 | 788.4323 |
Max Trade Drawdown | -115077 | -64740 | -62394 | -11648571 | -6262063 | -5615650 |
Profit Factor | 3.4932 | 6.1764 | 1.2484 | 1.2023 | 1.5662 | 0.9537 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 41.6667 | 35.4167 | 47.9167 | 41.6667 | 35.4167 | 47.9167 |
Ratio Avg Win / Avg Loss | 4.8905 | 11.2629 | 1.3569 | 1.6832 | 2.8559 | 1.0367 |
Largest Winning Trade | 682060 | 682060 | 77218 | 6849518 | 6849518 | 3310284 |
Largest Losing Trade | -28224 | -24412 | -28224 | -2881530 | -1894930 | -2881530 |
Avg Bars in Trades | 74 | 68 | 80 | 74 | 68 | 80 |
Avg Bars in Winners | 119 | 115 | 122 | 119 | 115 | 122 |
Avg Bars in Losers | 42 | 43 | 41 | 42 | 43 | 41 |
Bars Traded | 7151 | 3306 | 3845 | 7151 | 3306 | 3845 |
Profit Streak | 31.4739 | 104.4739 | 31.4739 | 31.4739 | 104.4739 | 31.4739 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354408 | 286350 | -302180 | 250628 | 248937 | -578375 |
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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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