Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904477.2221 | 784391.4981 | 120085.7241 | 9536107.4566 | 11271572.187 | -1735464.7304 |
Total P&L (%) | 904.4772 | 784.3915 | 120.0857 | 9536.1075 | 11271.5722 | -1735.4647 |
Avg Daily Profit (%) | 0.3617 | 0.3137 | 0.048 | 0.1829 | 0.1895 | 0 |
Buy And Hold Return (%) | 659.249 | 659.249 | 659.249 | 659.249 | 659.249 | 659.249 |
Max Trade Drawdown | -76999 | -35460 | -74591 | -3741917 | -1031727 | -5085878 |
Profit Factor | 2.9515 | 5.7051 | 1.4047 | 1.8795 | 5.0687 | 0.785 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 48.913 | 43.4783 | 54.3478 | 48.913 | 43.4783 | 54.3478 |
Ratio Avg Win / Avg Loss | 3.0827 | 7.4167 | 1.1799 | 1.9631 | 6.5893 | 0.6594 |
Largest Winning Trade | 368925 | 368925 | 47361 | 5739181 | 5739181 | 1298171 |
Largest Losing Trade | -67205 | -14764 | -67205 | -3482070 | -795461 | -3482070 |
Avg Bars in Trades | 77 | 80 | 75 | 77 | 80 | 75 |
Avg Bars in Winners | 99 | 107 | 94 | 99 | 107 | 94 |
Avg Bars in Losers | 56 | 59 | 53 | 56 | 59 | 53 |
Bars Traded | 7172 | 3688 | 3484 | 7172 | 3688 | 3484 |
Profit Streak | 159.6007 | 159.6007 | 186.2674 | 159.6007 | 159.6007 | 186.2674 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33788 | -90896 | -292213 | 455904 | 514651 | -579168 |
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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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