Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799705.3032 | 730002.8782 | 69702.4251 | 3540885.819 | 5026302.2129 | -1485416.3939 |
Total P&L (%) | 799.7053 | 730.0029 | 69.7024 | 3540.8858 | 5026.3022 | -1485.4164 |
Avg Daily Profit (%) | 0.3198 | 0.292 | 0.0279 | 0.1439 | 0.1576 | 0 |
Buy And Hold Return (%) | 843.7261 | 843.7261 | 843.7261 | 843.7261 | 843.7261 | 843.7261 |
Max Trade Drawdown | -93220 | -56325 | -113736 | -3618236 | -2294992 | -4203507 |
Profit Factor | 2.7794 | 5.1718 | 1.254 | 1.3191 | 2.1058 | 0.7733 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 48.0519 | 51.2821 | 44.7368 | 48.0519 | 51.2821 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.0047 | 4.9132 | 1.549 | 1.4261 | 2.0005 | 0.9552 |
Largest Winning Trade | 307798 | 307798 | 45004 | 2569624 | 2569624 | 1296138 |
Largest Losing Trade | -70579 | -23741 | -70579 | -2561133 | -1000542 | -2561133 |
Avg Bars in Trades | 91 | 85 | 98 | 91 | 85 | 98 |
Avg Bars in Winners | 114 | 96 | 136 | 114 | 96 | 136 |
Avg Bars in Losers | 70 | 73 | 67 | 70 | 73 | 67 |
Bars Traded | 7049 | 3321 | 3728 | 7049 | 3321 | 3728 |
Profit Streak | 142.4344 | 159.7677 | 142.4344 | 142.4344 | 159.7677 | 142.4344 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197095 | -147881 | -321963 | -48084 | 436910 | -582240 |
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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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