Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827510.6589 | 747522.6769 | 79987.982 | 3115426.9711 | 4570184.6125 | -1454757.6414 |
Total P&L (%) | 827.5107 | 747.5227 | 79.988 | 3115.427 | 4570.1846 | -1454.7576 |
Avg Daily Profit (%) | 0.3311 | 0.2991 | 0.032 | 0.139 | 0.1539 | 0 |
Buy And Hold Return (%) | 912.617 | 912.617 | 912.617 | 912.617 | 912.617 | 912.617 |
Max Trade Drawdown | -92592 | -45745 | -77702 | -2089017 | -927584 | -2829217 |
Profit Factor | 2.6016 | 4.3511 | 1.2724 | 1.4298 | 2.8111 | 0.6921 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 49.4118 | 48.8372 | 50 | 49.4118 | 48.8372 | 50 |
Ratio Avg Win / Avg Loss | 2.6635 | 4.5583 | 1.2724 | 1.4638 | 2.945 | 0.6921 |
Largest Winning Trade | 349530 | 349530 | 51711 | 2772446 | 2772446 | 603472 |
Largest Losing Trade | -77702 | -25081 | -77702 | -1993362 | -502085 | -1993362 |
Avg Bars in Trades | 169 | 176 | 163 | 169 | 176 | 163 |
Avg Bars in Winners | 231 | 218 | 244 | 231 | 218 | 244 |
Avg Bars in Losers | 109 | 136 | 81 | 109 | 136 | 81 |
Bars Traded | 14445 | 7598 | 6848 | 14445 | 7598 | 6848 |
Profit Streak | 149.5628 | 155.5628 | 149.5628 | 149.5628 | 155.5628 | 149.5628 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150308 | -149010 | -315376 | -7620 | 440792 | -580160 |
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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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