Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884926.3514 | 792764.4186 | 92161.9328 | 5769382.1855 | 8753174.5775 | -2983792.392 |
Total P&L (%) | 884.9264 | 792.7644 | 92.1619 | 5769.3822 | 8753.1746 | -2983.7924 |
Avg Daily Profit (%) | 0.354 | 0.3171 | 0.0369 | 0.163 | 0.1795 | 0 |
Buy And Hold Return (%) | 806.4075 | 806.4075 | 806.4075 | 806.4075 | 806.4075 | 806.4075 |
Max Trade Drawdown | -84598 | -35929 | -83777 | -4165077 | -1535073 | -5827669 |
Profit Factor | 2.7611 | 4.8126 | 1.3129 | 1.4066 | 2.7617 | 0.6763 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 52.1739 | 58.6957 | 45.6522 | 52.1739 | 58.6957 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.531 | 3.3867 | 1.563 | 1.2894 | 1.9434 | 0.8052 |
Largest Winning Trade | 355603 | 355603 | 49603 | 5295730 | 5295730 | 1099120 |
Largest Losing Trade | -71763 | -26360 | -71763 | -3964836 | -967569 | -3964836 |
Avg Bars in Trades | 104 | 109 | 100 | 104 | 109 | 100 |
Avg Bars in Winners | 135 | 124 | 151 | 135 | 124 | 151 |
Avg Bars in Losers | 71 | 88 | 57 | 71 | 88 | 57 |
Bars Traded | 9650 | 5029 | 4621 | 9650 | 5029 | 4621 |
Profit Streak | 170.043 | 171.793 | 170.043 | 170.043 | 171.793 | 170.043 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118895 | -146525 | -308419 | 375259 | 564779 | -581040 |
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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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