Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828556.6501 | 767700.3554 | 60856.2947 | 3124330.7844 | 5375578.3843 | -2251247.5999 |
Total P&L (%) | 828.5567 | 767.7004 | 60.8563 | 3124.3308 | 5375.5784 | -2251.2476 |
Avg Daily Profit (%) | 0.3315 | 0.3071 | 0.0243 | 0.139 | 0.1603 | 0 |
Buy And Hold Return (%) | 708.5106 | 708.5106 | 708.5106 | 708.5106 | 708.5106 | 708.5106 |
Max Trade Drawdown | -89672 | -58225 | -97041 | -2606086 | -854427 | -3752322 |
Profit Factor | 2.4585 | 4.1353 | 1.1883 | 1.3725 | 2.9873 | 0.6038 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 40.2062 | 42.8571 | 37.5 | 40.2062 | 42.8571 | 37.5 |
Ratio Avg Win / Avg Loss | 3.6562 | 5.5137 | 1.9804 | 2.0412 | 3.983 | 1.0063 |
Largest Winning Trade | 350740 | 350740 | 52365 | 2959649 | 2959649 | 538114 |
Largest Losing Trade | -69587 | -21027 | -69587 | -2400726 | -360032 | -2400726 |
Avg Bars in Trades | 97 | 98 | 97 | 97 | 98 | 97 |
Avg Bars in Winners | 155 | 145 | 167 | 155 | 145 | 167 |
Avg Bars in Losers | 58 | 63 | 55 | 58 | 63 | 55 |
Bars Traded | 9483 | 4815 | 4668 | 9483 | 4815 | 4668 |
Profit Streak | 147.6402 | 158.1402 | 147.6402 | 147.6402 | 158.1402 | 147.6402 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101417 | -125389 | -342643 | -9417 | 420727 | -583310 |
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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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