Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728734.6543 | 679512.1165 | 49222.5379 | 2583174.6724 | 4300517.0737 | -1717342.4013 |
Total P&L (%) | 728.7347 | 679.5121 | 49.2225 | 2583.1747 | 4300.5171 | -1717.3424 |
Avg Daily Profit (%) | 0.2915 | 0.2718 | 0.0197 | 0.1317 | 0.1515 | 0 |
Buy And Hold Return (%) | 850.4206 | 850.4206 | 850.4206 | 850.4206 | 850.4206 | 850.4206 |
Max Trade Drawdown | -116233 | -54589 | -114238 | -2898234 | -1569724 | -3447157 |
Profit Factor | 2.6196 | 5.0537 | 1.1743 | 1.3257 | 2.5606 | 0.6682 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 56.0976 | 56.0976 | 56.0976 | 56.0976 | 56.0976 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.0501 | 3.9551 | 0.9191 | 1.0375 | 2.0039 | 0.523 |
Largest Winning Trade | 276721 | 276721 | 55930 | 2521466 | 2521466 | 721140 |
Largest Losing Trade | -59220 | -30316 | -59220 | -1841518 | -1055816 | -1841518 |
Avg Bars in Trades | 87 | 94 | 79 | 87 | 94 | 79 |
Avg Bars in Winners | 109 | 120 | 99 | 109 | 120 | 99 |
Avg Bars in Losers | 58 | 61 | 55 | 58 | 61 | 55 |
Bars Traded | 7143 | 3866 | 3277 | 7143 | 3866 | 3277 |
Profit Streak | 133.6514 | 160.9847 | 133.6514 | 133.6514 | 160.9847 | 133.6514 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158598 | -147113 | -361357 | -26325 | 482001 | -579383 |
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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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