Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 973336.4748 | 880016.1703 | 93320.3045 | 6362453.7051 | 7132936.3734 | -770482.6683 |
Total P&L (%) | 973.3365 | 880.0162 | 93.3203 | 6362.4537 | 7132.9364 | -770.4827 |
Avg Daily Profit (%) | 0.3894 | 0.3521 | 0.0373 | 0.1669 | 0.1714 | 0 |
Buy And Hold Return (%) | 726.2728 | 726.2728 | 726.2728 | 726.2728 | 726.2728 | 726.2728 |
Max Trade Drawdown | -81552 | -82643 | -61420 | -3231976 | -1949393 | -2883800 |
Profit Factor | 2.1898 | 3.0222 | 1.2437 | 1.4632 | 2.0326 | 0.8871 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 47.4359 | 43.5897 | 51.2821 | 47.4359 | 43.5897 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.4265 | 3.9111 | 1.1815 | 1.6214 | 2.6305 | 0.8428 |
Largest Winning Trade | 353576 | 353576 | 62315 | 5316339 | 5316339 | 903882 |
Largest Losing Trade | -41653 | -34003 | -41653 | -1380414 | -1166598 | -1380414 |
Avg Bars in Trades | 93 | 97 | 90 | 93 | 97 | 90 |
Avg Bars in Winners | 121 | 125 | 119 | 121 | 125 | 119 |
Avg Bars in Losers | 68 | 75 | 61 | 68 | 75 | 61 |
Bars Traded | 14662 | 7570 | 7093 | 14662 | 7570 | 7093 |
Profit Streak | 34.1165 | 0 | 81.7832 | 34.1165 | 0 | 81.7832 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45758 | -121759 | -342389 | 371141 | -25294 | -614107 |
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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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