Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650721.1762 | 573939.0533 | 76782.1228 | 2260107.139 | 4806736.0886 | -2546628.9496 |
Total P&L (%) | 650.7212 | 573.9391 | 76.7821 | 2260.1071 | 4806.7361 | -2546.629 |
Avg Daily Profit (%) | 0.2603 | 0.2296 | 0.0307 | 0.1265 | 0.1558 | 0 |
Buy And Hold Return (%) | 758.6242 | 758.6242 | 758.6242 | 758.6242 | 758.6242 | 758.6242 |
Max Trade Drawdown | -123825 | -84913 | -73298 | -3210071 | -487514 | -3393964 |
Profit Factor | 2.5376 | 4.0396 | 1.3276 | 1.4088 | 5.239 | 0.4205 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 58.0247 | 60 | 56.0976 | 58.0247 | 60 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.8357 | 2.6931 | 1.039 | 1.0191 | 3.4927 | 0.3291 |
Largest Winning Trade | 166488 | 166488 | 47917 | 2736059 | 2736059 | 272902 |
Largest Losing Trade | -73298 | -48615 | -73298 | -3210071 | -362071 | -3210071 |
Avg Bars in Trades | 119 | 128 | 111 | 119 | 128 | 111 |
Avg Bars in Winners | 111 | 107 | 116 | 111 | 107 | 116 |
Avg Bars in Losers | 131 | 161 | 105 | 131 | 161 | 105 |
Bars Traded | 9719 | 5155 | 4564 | 9719 | 5155 | 4564 |
Profit Streak | 91.6707 | 157.9207 | 91.6707 | 91.6707 | 157.9207 | 91.6707 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166387 | -148107 | -315996 | -40061 | 629182 | -579392 |
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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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