Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762549.1135 | 696117.5227 | 66431.5907 | 2736709.5934 | 7537272.3486 | -4800562.7551 |
Total P&L (%) | 762.5491 | 696.1175 | 66.4316 | 2736.7096 | 7537.2723 | -4800.5628 |
Avg Daily Profit (%) | 0.305 | 0.2784 | 0.0266 | 0.1339 | 0.1736 | 0 |
Buy And Hold Return (%) | 769.6636 | 769.6636 | 769.6636 | 769.6636 | 769.6636 | 769.6636 |
Max Trade Drawdown | -102899 | -46513 | -129042 | -6580352 | -1444504 | -8626690 |
Profit Factor | 2.5823 | 4.4368 | 1.2378 | 1.1723 | 2.4593 | 0.552 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 53.2468 | 52.6316 | 53.8462 | 53.2468 | 52.6316 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.2674 | 3.9931 | 1.061 | 1.0294 | 2.2134 | 0.4731 |
Largest Winning Trade | 312965 | 312965 | 47754 | 4575108 | 4575108 | 1287299 |
Largest Losing Trade | -70543 | -29472 | -70543 | -5673292 | -1055011 | -5673292 |
Avg Bars in Trades | 126 | 131 | 120 | 126 | 131 | 120 |
Avg Bars in Winners | 151 | 153 | 149 | 151 | 153 | 149 |
Avg Bars in Losers | 97 | 107 | 86 | 97 | 107 | 86 |
Bars Traded | 9710 | 5012 | 4698 | 9710 | 5012 | 4698 |
Profit Streak | 161.4518 | 175.7018 | 161.4518 | 161.4518 | 175.7018 | 161.4518 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196392 | -148364 | -321964 | -91897 | 497598 | -579293 |
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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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