Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773037.2454 | 709788.0364 | 63249.209 | 3820551.7808 | 5205447.0225 | -1384895.2417 |
Total P&L (%) | 773.0372 | 709.788 | 63.2492 | 3820.5518 | 5205.447 | -1384.8952 |
Avg Daily Profit (%) | 0.3092 | 0.2839 | 0.0253 | 0.1469 | 0.159 | 0 |
Buy And Hold Return (%) | 764.3932 | 764.3932 | 764.3932 | 764.3932 | 764.3932 | 764.3932 |
Max Trade Drawdown | -84237 | -66361 | -84116 | -1513444 | -986389 | -2624679 |
Profit Factor | 2.5635 | 4.3074 | 1.226 | 1.5129 | 2.7938 | 0.6954 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 48.1481 | 48.7805 | 47.5 | 48.1481 | 48.7805 | 47.5 |
Ratio Avg Win / Avg Loss | 2.7607 | 4.5228 | 1.3551 | 1.6293 | 2.9335 | 0.7686 |
Largest Winning Trade | 320508 | 320508 | 49200 | 3341059 | 3341059 | 557049 |
Largest Losing Trade | -50365 | -23300 | -50365 | -1347964 | -451797 | -1347964 |
Avg Bars in Trades | 116 | 119 | 114 | 116 | 119 | 114 |
Avg Bars in Winners | 159 | 164 | 153 | 159 | 164 | 153 |
Avg Bars in Losers | 77 | 76 | 78 | 77 | 76 | 78 |
Bars Traded | 9465 | 4897 | 4568 | 9465 | 4897 | 4568 |
Profit Streak | 78.9067 | 172.6567 | 0 | 78.9067 | 172.6567 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164840 | -149205 | -326162 | -11854 | 483214 | -581722 |
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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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