Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795202.459 | 727169.4224 | 68033.0366 | 4381359.0795 | 6797760.2692 | -2416401.1897 |
Total P&L (%) | 795.2025 | 727.1694 | 68.033 | 4381.3591 | 6797.7603 | -2416.4012 |
Avg Daily Profit (%) | 0.3181 | 0.2909 | 0.0272 | 0.1522 | 0.1695 | 0 |
Buy And Hold Return (%) | 759.8874 | 759.8874 | 759.8874 | 759.8874 | 759.8874 | 759.8874 |
Max Trade Drawdown | -91811 | -57967 | -76661 | -3696873 | -1478208 | -3851239 |
Profit Factor | 2.6798 | 4.7046 | 1.2455 | 1.4565 | 2.799 | 0.5847 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 49.3976 | 50 | 48.7805 | 49.3976 | 50 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.7452 | 4.7046 | 1.3078 | 1.492 | 2.799 | 0.6139 |
Largest Winning Trade | 283225 | 283225 | 54310 | 4986012 | 4986012 | 718022 |
Largest Losing Trade | -48321 | -19987 | -48321 | -2101789 | -928334 | -2101789 |
Avg Bars in Trades | 113 | 113 | 114 | 113 | 113 | 114 |
Avg Bars in Winners | 141 | 143 | 140 | 141 | 143 | 140 |
Avg Bars in Losers | 86 | 83 | 90 | 86 | 83 | 90 |
Bars Traded | 9461 | 4756 | 4705 | 9461 | 4756 | 4705 |
Profit Streak | 73.9363 | 166.6863 | 0 | 73.9363 | 166.6863 | 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 | -138113 | -148374 | -322987 | 248146 | 508657 | -581216 |
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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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