Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721146.7471 | 631584.9303 | 89561.8167 | 5938456.2447 | 7753914.1455 | -1815457.9008 |
Total P&L (%) | 721.1467 | 631.5849 | 89.5618 | 5938.4562 | 7753.9141 | -1815.4579 |
Avg Daily Profit (%) | 0.2884 | 0.2526 | 0.0358 | 0.1641 | 0.1746 | 0 |
Buy And Hold Return (%) | 755.9407 | 755.9407 | 755.9407 | 755.9407 | 755.9407 | 755.9407 |
Max Trade Drawdown | -84790 | -79167 | -63474 | -4076630 | -1242031 | -4000557 |
Profit Factor | 2.5754 | 3.4014 | 1.4599 | 1.6148 | 2.8962 | 0.6741 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 57.1429 | 62.2222 | 52.1739 | 57.1429 | 62.2222 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.9315 | 2.0651 | 1.3382 | 1.2111 | 1.7584 | 0.6179 |
Largest Winning Trade | 177409 | 177409 | 54806 | 4820372 | 4820372 | 983030 |
Largest Losing Trade | -49386 | -49386 | -30442 | -2294593 | -700656 | -2294593 |
Avg Bars in Trades | 78 | 94 | 62 | 78 | 94 | 62 |
Avg Bars in Winners | 82 | 78 | 88 | 82 | 78 | 88 |
Avg Bars in Losers | 71 | 120 | 34 | 71 | 120 | 34 |
Bars Traded | 7113 | 4239 | 2874 | 7113 | 4239 | 2874 |
Profit Streak | 67.3537 | 138.3537 | 67.3537 | 67.3537 | 138.3537 | 67.3537 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149935 | -148175 | -308856 | 425361 | 574624 | -579864 |
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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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