Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806760.3051 | 722582.2396 | 84178.0656 | 5380769.1381 | 7508559.3072 | -2127790.1692 |
Total P&L (%) | 806.7603 | 722.5822 | 84.1781 | 5380.7691 | 7508.5593 | -2127.7902 |
Avg Daily Profit (%) | 0.3227 | 0.289 | 0.0337 | 0.1603 | 0.1734 | 0 |
Buy And Hold Return (%) | 738.5912 | 738.5912 | 738.5912 | 738.5912 | 738.5912 | 738.5912 |
Max Trade Drawdown | -81290 | -46486 | -65632 | -3778928 | -1676817 | -3597862 |
Profit Factor | 2.8135 | 4.8632 | 1.3265 | 1.5908 | 3.0483 | 0.609 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 53.9474 | 55.2632 | 52.6316 | 53.9474 | 55.2632 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.4017 | 3.9369 | 1.1938 | 1.358 | 2.4677 | 0.5481 |
Largest Winning Trade | 343473 | 343473 | 46740 | 5709550 | 5709550 | 457401 |
Largest Losing Trade | -47864 | -34274 | -47864 | -2061171 | -1396687 | -2061171 |
Avg Bars in Trades | 125 | 133 | 118 | 125 | 133 | 118 |
Avg Bars in Winners | 147 | 144 | 150 | 147 | 144 | 150 |
Avg Bars in Losers | 99 | 118 | 82 | 99 | 118 | 82 |
Bars Traded | 9538 | 5054 | 4484 | 9538 | 5054 | 4484 |
Profit Streak | 147.7709 | 158.0209 | 147.7709 | 147.7709 | 158.0209 | 147.7709 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174521 | -147624 | -312520 | -42355 | 550576 | -579850 |
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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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