Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797690.9339 | 723960.5863 | 73730.3476 | 3565388.6538 | 6793560.6768 | -3228172.023 |
Total P&L (%) | 797.6909 | 723.9606 | 73.7303 | 3565.3887 | 6793.5607 | -3228.172 |
Avg Daily Profit (%) | 0.319 | 0.2895 | 0.0295 | 0.1441 | 0.1694 | 0 |
Buy And Hold Return (%) | 847.0741 | 847.0741 | 847.0741 | 847.0741 | 847.0741 | 847.0741 |
Max Trade Drawdown | -80080 | -36528 | -107256 | -2811197 | -696193 | -4485802 |
Profit Factor | 2.582 | 4.9776 | 1.2288 | 1.3555 | 3.3914 | 0.551 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 44.5652 | 43.4783 | 45.6522 | 44.5652 | 43.4783 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.2118 | 6.4709 | 1.4629 | 1.6861 | 4.4088 | 0.656 |
Largest Winning Trade | 302797 | 302797 | 53385 | 3233189 | 3233189 | 804539 |
Largest Losing Trade | -63693 | -15408 | -63693 | -2470650 | -347182 | -2470650 |
Avg Bars in Trades | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Winners | 111 | 111 | 110 | 111 | 111 | 110 |
Avg Bars in Losers | 45 | 41 | 50 | 45 | 41 | 50 |
Bars Traded | 6896 | 3292 | 3603 | 6896 | 3292 | 3603 |
Profit Streak | 165.4343 | 165.4343 | 236.7677 | 165.4343 | 165.4343 | 236.7677 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152284 | -150692 | -319880 | -1183 | 459577 | -581040 |
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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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