Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986834.43 | 921654.5571 | 65179.873 | 1720094.6237 | 6992092.9586 | -5271998.3349 |
Total P&L (%) | 986.8344 | 921.6546 | 65.1799 | 1720.0946 | 6992.093 | -5271.9983 |
Avg Daily Profit (%) | 0.5415 | 0.5057 | 0.0358 | 0.1593 | 0.2341 | 0 |
Buy And Hold Return (%) | 959.8196 | 959.8196 | 959.8196 | 959.8196 | 959.8196 | 959.8196 |
Max Trade Drawdown | -144047 | -124184 | -68348 | -8398921 | -4803429 | -6900402 |
Profit Factor | 2.6605 | 3.8113 | 1.2446 | 1.0799 | 1.7372 | 0.5623 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 48.0519 | 46.1538 | 50 | 48.0519 | 46.1538 | 50 |
Ratio Avg Win / Avg Loss | 2.8762 | 4.4465 | 1.2446 | 1.1675 | 2.0267 | 0.5623 |
Largest Winning Trade | 594674 | 594674 | 33261 | 3495574 | 3495574 | 1163146 |
Largest Losing Trade | -60514 | -45923 | -60514 | -3623706 | -1480571 | -3623706 |
Avg Bars in Trades | 44 | 61 | 27 | 44 | 61 | 27 |
Avg Bars in Winners | 43 | 55 | 31 | 43 | 55 | 31 |
Avg Bars in Losers | 45 | 66 | 22 | 45 | 66 | 22 |
Bars Traded | 3416 | 2384 | 1032 | 3416 | 2384 | 1032 |
Profit Streak | 48.2481 | 48.2481 | 62.2481 | 48.2481 | 48.2481 | 62.2481 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187035 | -149117 | -310303 | -179275 | 385509 | -579927 |
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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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