Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858243.3537 | 799257.497 | 58985.8566 | 3150413.9516 | 3925678.2731 | -775264.3215 |
Total P&L (%) | 858.2434 | 799.2575 | 58.9859 | 3150.414 | 3925.6783 | -775.2643 |
Avg Daily Profit (%) | 0.3433 | 0.3197 | 0.0236 | 0.1393 | 0.1479 | 0 |
Buy And Hold Return (%) | 879.3774 | 879.3774 | 879.3774 | 879.3774 | 879.3774 | 879.3774 |
Max Trade Drawdown | -167855 | -78192 | -85651 | -1765712 | -555792 | -1584308 |
Profit Factor | 2.4069 | 4.579 | 1.1525 | 1.8182 | 4.3905 | 0.7121 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 51.0204 | 53.0612 | 48.9796 | 51.0204 | 53.0612 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.3106 | 4.0507 | 1.2006 | 1.7455 | 3.8839 | 0.7418 |
Largest Winning Trade | 333453 | 333453 | 51043 | 2948399 | 2948399 | 443214 |
Largest Losing Trade | -58984 | -35564 | -58984 | -1384693 | -472830 | -1384693 |
Avg Bars in Trades | 73 | 51 | 95 | 73 | 51 | 95 |
Avg Bars in Winners | 98 | 62 | 138 | 98 | 62 | 138 |
Avg Bars in Losers | 47 | 39 | 54 | 47 | 39 | 54 |
Bars Traded | 7213 | 2521 | 4692 | 7213 | 2521 | 4692 |
Profit Streak | 132.7756 | 174.7756 | 132.7756 | 132.7756 | 174.7756 | 132.7756 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150087 | -147354 | -378817 | -3913 | 440153 | -579727 |
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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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