Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890007.5989 | 784756.9689 | 105250.63 | 7717095.7895 | 11564061.3445 | -3846965.555 |
Total P&L (%) | 890.0076 | 784.757 | 105.2506 | 7717.0958 | 11564.0613 | -3846.9656 |
Avg Daily Profit (%) | 0.4273 | 0.3768 | 0.0505 | 0.2095 | 0.2288 | 0 |
Buy And Hold Return (%) | 1197.8473 | 1197.8473 | 1197.8473 | 1197.8473 | 1197.8473 | 1197.8473 |
Max Trade Drawdown | -97435 | -35544 | -92086 | -7854179 | -2373840 | -8378565 |
Profit Factor | 3.1407 | 4.9478 | 1.4851 | 1.4114 | 2.6099 | 0.6676 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 3.1407 | 4.9478 | 1.4851 | 1.4114 | 2.6099 | 0.6676 |
Largest Winning Trade | 332907 | 332907 | 50809 | 5800543 | 5800543 | 1346346 |
Largest Losing Trade | -73543 | -30491 | -73543 | -7057634 | -1620785 | -7057634 |
Avg Bars in Trades | 297 | 290 | 304 | 297 | 290 | 304 |
Avg Bars in Winners | 408 | 405 | 411 | 408 | 405 | 411 |
Avg Bars in Losers | 186 | 176 | 197 | 186 | 176 | 197 |
Bars Traded | 23816 | 11634 | 12182 | 23816 | 11634 | 12182 |
Profit Streak | 146.8081 | 162.1415 | 146.8081 | 146.8081 | 162.1415 | 146.8081 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172221 | -147478 | -289386 | -13913 | 513176 | -580176 |
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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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