Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844306.3425 | 751173.0576 | 93133.2849 | 4274008.2093 | 6648897.9371 | -2374889.7279 |
Total P&L (%) | 844.3063 | 751.1731 | 93.1333 | 4274.0082 | 6648.8979 | -2374.8897 |
Avg Daily Profit (%) | 0.3378 | 0.3006 | 0.0373 | 0.1513 | 0.1687 | 0 |
Buy And Hold Return (%) | 709.3001 | 709.3001 | 709.3001 | 709.3001 | 709.3001 | 709.3001 |
Max Trade Drawdown | -90200 | -41197 | -98193 | -4092709 | -862090 | -5049360 |
Profit Factor | 2.6635 | 4.3392 | 1.3296 | 1.4065 | 2.9468 | 0.6655 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.6635 | 4.3392 | 1.3296 | 1.4065 | 2.9468 | 0.6655 |
Largest Winning Trade | 355543 | 355543 | 49064 | 3361369 | 3361369 | 695018 |
Largest Losing Trade | -73543 | -25833 | -73543 | -3697868 | -559959 | -3697868 |
Avg Bars in Trades | 153 | 159 | 147 | 153 | 159 | 147 |
Avg Bars in Winners | 196 | 197 | 195 | 196 | 197 | 195 |
Avg Bars in Losers | 110 | 122 | 99 | 110 | 122 | 99 |
Bars Traded | 14732 | 7660 | 7072 | 14732 | 7660 | 7072 |
Profit Streak | 167.3213 | 167.3213 | 194.1546 | 167.3213 | 167.3213 | 194.1546 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90598 | -130148 | -307183 | 337438 | 520318 | -579329 |
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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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