Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882732.9274 | 774948.6189 | 107784.3085 | 5951014.5122 | 8669475.4126 | -2718460.9004 |
Total P&L (%) | 882.7329 | 774.9486 | 107.7843 | 5951.0145 | 8669.4754 | -2718.4609 |
Avg Daily Profit (%) | 0.3532 | 0.31 | 0.0431 | 0.1643 | 0.1792 | 0 |
Buy And Hold Return (%) | 746.0505 | 746.0505 | 746.0505 | 746.0505 | 746.0505 | 746.0505 |
Max Trade Drawdown | -84962 | -41498 | -75215 | -3901432 | -1906202 | -5428701 |
Profit Factor | 2.7615 | 4.5351 | 1.3823 | 1.4481 | 2.8391 | 0.6826 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 50 | 47.9167 | 52.0833 | 50 | 47.9167 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.7615 | 4.9295 | 1.2718 | 1.4481 | 3.086 | 0.628 |
Largest Winning Trade | 369495 | 369495 | 48537 | 5820254 | 5820254 | 910696 |
Largest Losing Trade | -72416 | -23218 | -72416 | -3652605 | -1012846 | -3652605 |
Avg Bars in Trades | 152 | 157 | 147 | 152 | 157 | 147 |
Avg Bars in Winners | 208 | 209 | 207 | 208 | 209 | 207 |
Avg Bars in Losers | 96 | 109 | 81 | 96 | 109 | 81 |
Bars Traded | 14622 | 7561 | 7061 | 14622 | 7561 | 7061 |
Profit Streak | 161.7143 | 168.2143 | 161.7143 | 161.7143 | 168.2143 | 161.7143 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92524 | -137048 | -299176 | 372954 | 486902 | -579453 |
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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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