Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778390.7261 | 719350.2145 | 59040.5115 | 2257398.9918 | 4948961.1893 | -2691562.1975 |
Total P&L (%) | 778.3907 | 719.3502 | 59.0405 | 2257.399 | 4948.9612 | -2691.5622 |
Avg Daily Profit (%) | 0.3114 | 0.2877 | 0.0236 | 0.1265 | 0.157 | 0 |
Buy And Hold Return (%) | 976.501 | 976.501 | 976.501 | 976.501 | 976.501 | 976.501 |
Max Trade Drawdown | -88669 | -51279 | -89443 | -2829592 | -912645 | -4115464 |
Profit Factor | 2.4733 | 4.1301 | 1.1978 | 1.2691 | 2.7276 | 0.5127 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.8639 | 4.7823 | 1.3869 | 1.4695 | 3.1582 | 0.5936 |
Largest Winning Trade | 313844 | 313844 | 48807 | 3420041 | 3420041 | 538169 |
Largest Losing Trade | -69834 | -24387 | -69834 | -2362690 | -504151 | -2362690 |
Avg Bars in Trades | 116 | 118 | 114 | 116 | 118 | 114 |
Avg Bars in Winners | 152 | 150 | 155 | 152 | 150 | 155 |
Avg Bars in Losers | 85 | 90 | 79 | 85 | 90 | 79 |
Bars Traded | 9554 | 4846 | 4708 | 9554 | 4846 | 4708 |
Profit Streak | 145.1386 | 162.1386 | 145.1386 | 145.1386 | 162.1386 | 145.1386 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160923 | -150254 | -330873 | -37506 | 401949 | -581592 |
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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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