Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804939.2878 | 806798.2161 | -1858.9283 | -398242.0316 | 3639907.5153 | -4038149.5469 |
Total P&L (%) | 804.9393 | 806.7982 | -1.8589 | -398.242 | 3639.9075 | -4038.1495 |
Avg Daily Profit (%) | 0.4407 | 0.4417 | -0.001 | 0 | 0.1985 | 0 |
Buy And Hold Return (%) | 837.4725 | 837.4725 | 837.4725 | 837.4725 | 837.4725 | 837.4725 |
Max Trade Drawdown | -118264 | -62171 | -118263 | -6124469 | -1007783 | -6061160 |
Profit Factor | 2.4529 | 4.3504 | 0.9941 | 0.955 | 2.6667 | 0.3938 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 40 | 19 | 21 | 37 | 21 | 16 |
Losing Trades | 37 | 20 | 17 | 40 | 18 | 22 |
Profitability (%) | 51.9481 | 48.7179 | 55.2632 | 48.0519 | 53.8462 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.2689 | 4.5794 | 0.8047 | 1.0324 | 2.2857 | 0.5415 |
Largest Winning Trade | 406388 | 406388 | 60697 | 3285057 | 3285057 | 1333568 |
Largest Losing Trade | -113374 | -34085 | -113374 | -5012197 | -528359 | -5012197 |
Avg Bars in Trades | 44 | 48 | 39 | 44 | 48 | 39 |
Avg Bars in Winners | 39 | 48 | 31 | 44 | 57 | 28 |
Avg Bars in Losers | 49 | 49 | 49 | 43 | 39 | 46 |
Bars Traded | 3399 | 1907 | 1491 | 3399 | 1907 | 1491 |
Profit Streak | 76.5467 | 78.0467 | 76.5467 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195662 | -147869 | -579524 | -626146 | 421788 | -583835 |
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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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