Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832394.3508 | 763692.2743 | 68702.0765 | 1418316.9501 | 1985111.2347 | -566794.2846 |
Total P&L (%) | 832.3944 | 763.6923 | 68.7021 | 1418.317 | 1985.1112 | -566.7943 |
Avg Daily Profit (%) | 0.4582 | 0.4204 | 0.0378 | 0.1499 | 0.1674 | 0 |
Buy And Hold Return (%) | 721.741 | 721.741 | 721.741 | 721.741 | 721.741 | 721.741 |
Max Trade Drawdown | -108001 | -83534 | -116706 | -1687936 | -1053877 | -1380406 |
Profit Factor | 2.3651 | 3.5546 | 1.221 | 1.2581 | 1.7203 | 0.7932 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 54.7619 | 52.381 | 57.1429 | 54.7619 | 52.381 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.9538 | 3.2314 | 0.9158 | 1.0393 | 1.5639 | 0.5949 |
Largest Winning Trade | 273146 | 273146 | 79896 | 1291909 | 1291909 | 276178 |
Largest Losing Trade | -69628 | -36903 | -69628 | -1089849 | -628448 | -1089849 |
Avg Bars in Trades | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 36 | 39 | 32 | 36 | 39 | 32 |
Bars Traded | 3389 | 1797 | 1592 | 3389 | 1797 | 1592 |
Profit Streak | 56.6755 | 178.6755 | 56.6755 | 56.6755 | 178.6755 | 56.6755 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101507 | -129302 | -308690 | 70337 | 339186 | -579247 |
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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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