Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820822.1466 | 746760.5018 | 74061.6447 | 4805246.149 | 4923287.5444 | -118041.3954 |
Total P&L (%) | 820.8221 | 746.7605 | 74.0616 | 4805.2461 | 4923.2875 | -118.0414 |
Avg Daily Profit (%) | 0.3283 | 0.2987 | 0.0296 | 0.1558 | 0.1568 | 0 |
Buy And Hold Return (%) | 962.909 | 962.909 | 962.909 | 962.909 | 962.909 | 962.909 |
Max Trade Drawdown | -82777 | -56473 | -50445 | -1134191 | -765797 | -935352 |
Profit Factor | 3.0158 | 5.0333 | 1.3335 | 2.0515 | 3.208 | 0.9496 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 40.5063 | 38.4615 | 42.5 | 40.5063 | 38.4615 | 42.5 |
Ratio Avg Win / Avg Loss | 4.4294 | 8.0532 | 1.8042 | 3.0132 | 5.1328 | 1.2847 |
Largest Winning Trade | 356800 | 356800 | 57871 | 3351598 | 3351598 | 447085 |
Largest Losing Trade | -26365 | -26365 | -22947 | -494302 | -494302 | -464072 |
Avg Bars in Trades | 92 | 76 | 108 | 92 | 76 | 108 |
Avg Bars in Winners | 144 | 124 | 162 | 144 | 124 | 162 |
Avg Bars in Losers | 57 | 46 | 69 | 57 | 46 | 69 |
Bars Traded | 7335 | 2978 | 4357 | 7335 | 2978 | 4357 |
Profit Streak | 69.5546 | 107.2213 | 69.5546 | 69.5546 | 107.2213 | 69.5546 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184884 | -152982 | -320019 | -23783 | 310924 | -581441 |
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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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