Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868582.6843 | 771865.3281 | 96717.3562 | 6139742.6856 | 9842648.9967 | -3702906.3112 |
Total P&L (%) | 868.5827 | 771.8653 | 96.7174 | 6139.7427 | 9842.649 | -3702.9063 |
Avg Daily Profit (%) | 0.3474 | 0.3087 | 0.0387 | 0.1654 | 0.1841 | 0 |
Buy And Hold Return (%) | 742.0334 | 742.0334 | 742.0334 | 742.0334 | 742.0334 | 742.0334 |
Max Trade Drawdown | -79237 | -61084 | -104807 | -6296944 | -2048022 | -7495754 |
Profit Factor | 2.2974 | 3.2311 | 1.299 | 1.2747 | 1.9704 | 0.6967 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 49.697 | 50 | 49.3976 | 49.697 | 50 | 49.3976 |
Ratio Avg Win / Avg Loss | 2.3254 | 3.2311 | 1.3306 | 1.2903 | 1.9704 | 0.7136 |
Largest Winning Trade | 305195 | 305195 | 42969 | 7242959 | 7242959 | 943859 |
Largest Losing Trade | -54718 | -34421 | -54718 | -5261801 | -988975 | -5261801 |
Avg Bars in Trades | 58 | 77 | 40 | 58 | 77 | 40 |
Avg Bars in Winners | 81 | 108 | 54 | 81 | 108 | 54 |
Avg Bars in Losers | 36 | 46 | 27 | 36 | 46 | 27 |
Bars Traded | 9698 | 6332 | 3366 | 9698 | 6332 | 3366 |
Profit Streak | 60.9787 | 79.2287 | 60.9787 | 60.9787 | 79.2287 | 60.9787 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97325 | -141622 | -306940 | 338188 | 293406 | -580784 |
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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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