Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1548856.8775 | 1513302.1305 | 35554.7469 | 3004178.9748 | 8252502.6581 | -5248323.6833 |
Total P&L (%) | 1548.8569 | 1513.3021 | 35.5547 | 3004.179 | 8252.5027 | -5248.3237 |
Avg Daily Profit (%) | 0.8506 | 0.831 | 0.0195 | 0.1888 | 0.2433 | 0 |
Buy And Hold Return (%) | 819.6986 | 819.6986 | 819.6986 | 819.6986 | 819.6986 | 819.6986 |
Max Trade Drawdown | -153154 | -78475 | -93113 | -7451361 | -4618864 | -5965867 |
Profit Factor | 3.8777 | 7.0329 | 1.1237 | 1.1445 | 1.855 | 0.5287 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 44.3038 | 43.5897 | 45 | 44.3038 | 43.5897 | 45 |
Ratio Avg Win / Avg Loss | 4.8748 | 9.1015 | 1.3734 | 1.4388 | 2.4006 | 0.6462 |
Largest Winning Trade | 792032 | 792032 | 78469 | 7426736 | 7426736 | 1685934 |
Largest Losing Trade | -58112 | -35227 | -58112 | -3673038 | -1522732 | -3673038 |
Avg Bars in Trades | 43 | 49 | 37 | 43 | 49 | 37 |
Avg Bars in Winners | 63 | 80 | 47 | 63 | 80 | 47 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 3426 | 1942 | 1484 | 3426 | 1942 | 1484 |
Profit Streak | 58.7039 | 63.7039 | 58.7039 | 58.7039 | 63.7039 | 58.7039 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19957 | 428172 | -418345 | -88657 | 360545 | -582133 |
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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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