Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743817.6486 | 705254.818 | 38562.8306 | 2134209.9156 | 4476394.1933 | -2342184.2777 |
Total P&L (%) | 743.8176 | 705.2548 | 38.5628 | 2134.2099 | 4476.3942 | -2342.1843 |
Avg Daily Profit (%) | 0.2975 | 0.2821 | 0.0154 | 0.1243 | 0.153 | 0 |
Buy And Hold Return (%) | 845.8644 | 845.8644 | 845.8644 | 845.8644 | 845.8644 | 845.8644 |
Max Trade Drawdown | -79990 | -54917 | -106229 | -1710168 | -968051 | -3151040 |
Profit Factor | 2.4071 | 4.4438 | 1.1191 | 1.2864 | 2.8052 | 0.5289 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 39.7727 | 40.9091 | 38.6364 | 39.7727 | 40.9091 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.6451 | 6.4188 | 1.7774 | 1.948 | 4.052 | 0.8401 |
Largest Winning Trade | 302797 | 302797 | 57605 | 2448090 | 2448090 | 583999 |
Largest Losing Trade | -60836 | -22284 | -60836 | -1577267 | -349254 | -1577267 |
Avg Bars in Trades | 78 | 75 | 81 | 78 | 75 | 81 |
Avg Bars in Winners | 124 | 119 | 129 | 124 | 119 | 129 |
Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
Bars Traded | 6878 | 3314 | 3564 | 6878 | 3314 | 3564 |
Profit Streak | 138.9631 | 142.6298 | 138.9631 | 138.9631 | 142.6298 | 138.9631 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154712 | -152167 | -430227 | -31443 | 336110 | -584568 |
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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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