Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772070.1045 | 712486.959 | 59583.1455 | 3426139.774 | 4953225.0385 | -1527085.2645 |
Total P&L (%) | 772.0701 | 712.487 | 59.5831 | 3426.1398 | 4953.225 | -1527.0853 |
Avg Daily Profit (%) | 0.3088 | 0.285 | 0.0238 | 0.1426 | 0.157 | 0 |
Buy And Hold Return (%) | 807.9874 | 807.9874 | 807.9874 | 807.9874 | 807.9874 | 807.9874 |
Max Trade Drawdown | -88344 | -55548 | -68115 | -2157992 | -638137 | -2476612 |
Profit Factor | 2.5513 | 4.4305 | 1.2055 | 1.5636 | 3.2814 | 0.6092 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.0015 | 5.2123 | 1.4182 | 1.8395 | 3.8605 | 0.7167 |
Largest Winning Trade | 304018 | 304018 | 53394 | 3410119 | 3410119 | 480433 |
Largest Losing Trade | -46766 | -36790 | -46766 | -1909416 | -441285 | -1909416 |
Avg Bars in Trades | 96 | 99 | 93 | 96 | 99 | 93 |
Avg Bars in Winners | 122 | 119 | 125 | 122 | 119 | 125 |
Avg Bars in Losers | 74 | 81 | 67 | 74 | 81 | 67 |
Bars Traded | 7137 | 3666 | 3471 | 7137 | 3666 | 3471 |
Profit Streak | 144.3016 | 158.3016 | 144.3016 | 144.3016 | 158.3016 | 144.3016 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -220948 | -150242 | -328303 | -70469 | 459265 | -581776 |
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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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