Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800021.3127 | 751196.7623 | 48824.5503 | 2111462.1482 | 5616784.9676 | -3505322.8194 |
Total P&L (%) | 800.0213 | 751.1968 | 48.8246 | 2111.4621 | 5616.785 | -3505.3228 |
Avg Daily Profit (%) | 0.32 | 0.3004 | 0.0195 | 0.1239 | 0.1619 | 0 |
Buy And Hold Return (%) | 655.4874 | 655.4874 | 655.4874 | 655.4874 | 655.4874 | 655.4874 |
Max Trade Drawdown | -125026 | -57970 | -111441 | -4503558 | -1578023 | -5262717 |
Profit Factor | 2.3074 | 3.8269 | 1.141 | 1.2123 | 2.6388 | 0.4624 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 47.9167 | 43.75 | 52.0833 | 47.9167 | 43.75 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.5081 | 4.9203 | 1.0498 | 1.3177 | 3.3928 | 0.4254 |
Largest Winning Trade | 333727 | 333727 | 45060 | 4570989 | 4570989 | 419368 |
Largest Losing Trade | -65432 | -24429 | -65432 | -2569541 | -609640 | -2569541 |
Avg Bars in Trades | 74 | 78 | 70 | 74 | 78 | 70 |
Avg Bars in Winners | 98 | 107 | 90 | 98 | 107 | 90 |
Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
Bars Traded | 7178 | 3774 | 3404 | 7178 | 3774 | 3404 |
Profit Streak | 139.1791 | 155.8458 | 139.1791 | 139.1791 | 155.8458 | 139.1791 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82924 | -105898 | -397004 | -29746 | 409249 | -579848 |
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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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