Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784669.9177 | 687957.1793 | 96712.7384 | 4948918.5748 | 6924705.8584 | -1975787.2836 |
Total P&L (%) | 784.6699 | 687.9572 | 96.7127 | 4948.9186 | 6924.7059 | -1975.7873 |
Avg Daily Profit (%) | 0.314 | 0.2753 | 0.0387 | 0.157 | 0.1703 | 0 |
Buy And Hold Return (%) | 722.9764 | 722.9764 | 722.9764 | 722.9764 | 722.9764 | 722.9764 |
Max Trade Drawdown | -73267 | -65530 | -79223 | -3306388 | -1015557 | -3692652 |
Profit Factor | 2.6144 | 4.3681 | 1.3432 | 1.5489 | 3.0572 | 0.6503 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 54.023 | 55.814 | 52.2727 | 54.023 | 55.814 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.225 | 3.4581 | 1.2264 | 1.3183 | 2.4203 | 0.5937 |
Largest Winning Trade | 171132 | 171132 | 63367 | 3437701 | 3437701 | 599663 |
Largest Losing Trade | -68941 | -52839 | -68941 | -3306388 | -833086 | -3306388 |
Avg Bars in Trades | 166 | 181 | 152 | 166 | 181 | 152 |
Avg Bars in Winners | 167 | 173 | 160 | 167 | 173 | 160 |
Avg Bars in Losers | 166 | 192 | 142 | 166 | 192 | 142 |
Bars Traded | 14508 | 7819 | 6689 | 14508 | 7819 | 6689 |
Profit Streak | 95.6337 | 166.3004 | 95.6337 | 95.6337 | 166.3004 | 95.6337 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123519 | -147993 | -305726 | 391871 | 554240 | -579865 |
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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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