Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681648.7421 | 601731.2377 | 79917.5044 | 1533017.0621 | 5300266.4755 | -3767249.4134 |
Total P&L (%) | 681.6487 | 601.7312 | 79.9175 | 1533.0171 | 5300.2665 | -3767.2494 |
Avg Daily Profit (%) | 0.2726 | 0.2406 | 0.032 | 0.1118 | 0.1596 | 0 |
Buy And Hold Return (%) | 721.9939 | 721.9939 | 721.9939 | 721.9939 | 721.9939 | 721.9939 |
Max Trade Drawdown | -105992 | -91038 | -107905 | -4891460 | -723471 | -5165403 |
Profit Factor | 2.4543 | 4.0955 | 1.2913 | 1.1969 | 4.804 | 0.4105 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 70.6522 | 69.5652 | 71.7391 | 70.6522 | 69.5652 | 71.7391 |
Ratio Avg Win / Avg Loss | 1.0195 | 1.7918 | 0.5087 | 0.4972 | 2.1017 | 0.1617 |
Largest Winning Trade | 142600 | 142600 | 40828 | 3035728 | 3035728 | 482722 |
Largest Losing Trade | -85795 | -41833 | -85795 | -4735198 | -337600 | -4735198 |
Avg Bars in Trades | 76 | 117 | 36 | 76 | 117 | 36 |
Avg Bars in Winners | 68 | 99 | 38 | 68 | 99 | 38 |
Avg Bars in Losers | 95 | 157 | 29 | 95 | 157 | 29 |
Bars Traded | 7048 | 5391 | 1658 | 7048 | 5391 | 1658 |
Profit Streak | 215.6838 | 215.6838 | 217.6838 | 215.6838 | 215.6838 | 217.6838 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148871 | -146268 | -313335 | -50322 | 696121 | -576503 |
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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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