Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863927.8221 | 791374.025 | 72553.7972 | 4294669.3358 | 8811351.1334 | -4516681.7976 |
Total P&L (%) | 863.9278 | 791.374 | 72.5538 | 4294.6693 | 8811.3511 | -4516.6818 |
Avg Daily Profit (%) | 0.3456 | 0.3166 | 0.029 | 0.1514 | 0.1798 | 0 |
Buy And Hold Return (%) | 850.9335 | 850.9335 | 850.9335 | 850.9335 | 850.9335 | 850.9335 |
Max Trade Drawdown | -105551 | -80335 | -63754 | -7493829 | -2486501 | -5582778 |
Profit Factor | 2.7605 | 4.5456 | 1.2712 | 1.342 | 2.8125 | 0.413 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 52.5641 | 48.7179 | 56.4103 | 52.5641 | 48.7179 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.4912 | 4.7848 | 0.9823 | 1.2111 | 2.9606 | 0.3192 |
Largest Winning Trade | 348275 | 348275 | 47121 | 8162678 | 8162678 | 430323 |
Largest Losing Trade | -52810 | -25765 | -52810 | -4510101 | -1545009 | -4510101 |
Avg Bars in Trades | 123 | 127 | 119 | 123 | 127 | 119 |
Avg Bars in Winners | 152 | 157 | 148 | 152 | 157 | 148 |
Avg Bars in Losers | 90 | 98 | 81 | 90 | 98 | 81 |
Bars Traded | 9619 | 4956 | 4663 | 9619 | 4956 | 4663 |
Profit Streak | 0 | 171.8253 | 0 | 0 | 171.8253 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184922 | -148791 | -320795 | -31783 | 494042 | -579926 |
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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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