Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815551.5595 | 749930.2165 | 65621.343 | 3598857.5789 | 7113185.6434 | -3514328.0644 |
Total P&L (%) | 815.5516 | 749.9302 | 65.6213 | 3598.8576 | 7113.1856 | -3514.3281 |
Avg Daily Profit (%) | 0.3262 | 0.3 | 0.0262 | 0.1445 | 0.1713 | 0 |
Buy And Hold Return (%) | 831.5261 | 831.5261 | 831.5261 | 831.5261 | 831.5261 | 831.5261 |
Max Trade Drawdown | -89452 | -48643 | -104020 | -4157246 | -1421363 | -5780215 |
Profit Factor | 2.6333 | 4.7224 | 1.2203 | 1.299 | 2.9464 | 0.5808 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 48.1481 | 47.5 | 48.7805 | 48.1481 | 47.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.8359 | 5.2195 | 1.2813 | 1.3989 | 3.2565 | 0.6098 |
Largest Winning Trade | 314469 | 314469 | 54662 | 3797364 | 3797364 | 1043701 |
Largest Losing Trade | -70543 | -19088 | -70543 | -3784537 | -538418 | -3784537 |
Avg Bars in Trades | 119 | 120 | 118 | 119 | 120 | 118 |
Avg Bars in Winners | 156 | 156 | 157 | 156 | 156 | 157 |
Avg Bars in Losers | 84 | 87 | 82 | 84 | 87 | 82 |
Bars Traded | 9680 | 4806 | 4874 | 9680 | 4806 | 4874 |
Profit Streak | 0 | 173.4832 | 0 | 0 | 173.4832 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168636 | -149269 | -324427 | -18535 | 483972 | -581216 |
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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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