Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758243.5172 | 694278.8559 | 63964.6613 | 4674984.5903 | 5198334.4535 | -523349.8632 |
Total P&L (%) | 758.2435 | 694.2789 | 63.9647 | 4674.9846 | 5198.3345 | -523.3499 |
Avg Daily Profit (%) | 0.3033 | 0.2777 | 0.0256 | 0.1547 | 0.1589 | 0 |
Buy And Hold Return (%) | 844.7285 | 844.7285 | 844.7285 | 844.7285 | 844.7285 | 844.7285 |
Max Trade Drawdown | -71124 | -47398 | -72107 | -1398423 | -745669 | -1741534 |
Profit Factor | 2.812 | 5.5277 | 1.2413 | 1.887 | 3.4453 | 0.8336 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 52.381 | 57.1429 | 47.619 | 52.381 | 57.1429 | 47.619 |
Ratio Avg Win / Avg Loss | 2.5564 | 4.1458 | 1.3654 | 1.7154 | 2.584 | 0.917 |
Largest Winning Trade | 322603 | 322603 | 55298 | 3090737 | 3090737 | 586055 |
Largest Losing Trade | -39784 | -39784 | -30075 | -625168 | -625168 | -553134 |
Avg Bars in Trades | 84 | 103 | 66 | 84 | 103 | 66 |
Avg Bars in Winners | 98 | 114 | 78 | 98 | 114 | 78 |
Avg Bars in Losers | 70 | 87 | 56 | 70 | 87 | 56 |
Bars Traded | 7139 | 4331 | 2808 | 7139 | 4331 | 2808 |
Profit Streak | 138.6547 | 148.3214 | 138.6547 | 138.6547 | 148.3214 | 138.6547 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149605 | -146962 | -325062 | 437045 | 563169 | -581090 |
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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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