Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756068.6099 | 707532.2217 | 48536.3882 | 2148062.815 | 4465010.0733 | -2316947.2583 |
Total P&L (%) | 756.0686 | 707.5322 | 48.5364 | 2148.0628 | 4465.0101 | -2316.9473 |
Avg Daily Profit (%) | 0.3024 | 0.283 | 0.0194 | 0.1246 | 0.153 | 0 |
Buy And Hold Return (%) | 707.5111 | 707.5111 | 707.5111 | 707.5111 | 707.5111 | 707.5111 |
Max Trade Drawdown | -101291 | -57998 | -126890 | -3671247 | -2158537 | -4658977 |
Profit Factor | 2.4929 | 4.3043 | 1.166 | 1.1983 | 2.0393 | 0.6455 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.6241 | 4.5308 | 1.2274 | 1.2614 | 2.1466 | 0.6795 |
Largest Winning Trade | 307106 | 307106 | 55151 | 2624959 | 2624959 | 1061600 |
Largest Losing Trade | -65902 | -23475 | -65902 | -2657897 | -942456 | -2657897 |
Avg Bars in Trades | 122 | 127 | 117 | 122 | 127 | 117 |
Avg Bars in Winners | 157 | 162 | 152 | 157 | 162 | 152 |
Avg Bars in Losers | 89 | 94 | 83 | 89 | 94 | 83 |
Bars Traded | 9556 | 4984 | 4572 | 9556 | 4984 | 4572 |
Profit Streak | 140.3681 | 141.1181 | 140.3681 | 140.3681 | 141.1181 | 140.3681 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168686 | -149253 | -370480 | -69665 | 415279 | -580685 |
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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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