Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845002.1195 | 770308.1134 | 74694.0061 | 3781913.9218 | 5847769.3158 | -2065855.394 |
Total P&L (%) | 845.0021 | 770.3081 | 74.694 | 3781.9139 | 5847.7693 | -2065.8554 |
Avg Daily Profit (%) | 0.3379 | 0.308 | 0.0299 | 0.1464 | 0.1635 | 0 |
Buy And Hold Return (%) | 744.0715 | 744.0715 | 744.0715 | 744.0715 | 744.0715 | 744.0715 |
Max Trade Drawdown | -103681 | -70796 | -79651 | -3341549 | -2040928 | -3615748 |
Profit Factor | 2.619 | 4.2669 | 1.2611 | 1.341 | 2.2325 | 0.6745 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 50.6329 | 47.5 | 53.8462 | 50.6329 | 47.5 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.5536 | 4.716 | 1.0809 | 1.3074 | 2.4676 | 0.5782 |
Largest Winning Trade | 322821 | 322821 | 47818 | 4226951 | 4226951 | 781503 |
Largest Losing Trade | -55676 | -21901 | -55676 | -2172350 | -640034 | -2172350 |
Avg Bars in Trades | 91 | 96 | 85 | 91 | 96 | 85 |
Avg Bars in Winners | 122 | 129 | 117 | 122 | 129 | 117 |
Avg Bars in Losers | 59 | 67 | 49 | 59 | 67 | 49 |
Bars Traded | 7215 | 3866 | 3349 | 7215 | 3866 | 3349 |
Profit Streak | 65.6988 | 152.6988 | 0 | 65.6988 | 152.6988 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140002 | -138569 | -318392 | -28738 | 431798 | -580258 |
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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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