Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755441.0069 | 718558.7236 | 36882.2832 | 1620583.3851 | 5265889.0503 | -3645305.6652 |
Total P&L (%) | 755.441 | 718.5587 | 36.8823 | 1620.5834 | 5265.8891 | -3645.3057 |
Avg Daily Profit (%) | 0.3021 | 0.2874 | 0.0148 | 0.1139 | 0.1594 | 0 |
Buy And Hold Return (%) | 825.004 | 825.004 | 825.004 | 825.004 | 825.004 | 825.004 |
Max Trade Drawdown | -143311 | -45282 | -141723 | -4036244 | -1305745 | -4425282 |
Profit Factor | 2.3369 | 4.4094 | 1.1041 | 1.1376 | 2.4132 | 0.5474 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 41.3043 | 41.3043 | 41.3043 | 41.3043 | 41.3043 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.3209 | 6.266 | 1.569 | 1.6165 | 3.4293 | 0.7779 |
Largest Winning Trade | 305613 | 305613 | 58937 | 1587297 | 1587297 | 1083441 |
Largest Losing Trade | -75264 | -20145 | -75264 | -3193407 | -527849 | -3193407 |
Avg Bars in Trades | 74 | 70 | 78 | 74 | 70 | 78 |
Avg Bars in Winners | 122 | 114 | 130 | 122 | 114 | 130 |
Avg Bars in Losers | 41 | 39 | 42 | 41 | 39 | 42 |
Bars Traded | 6877 | 3254 | 3623 | 6877 | 3254 | 3623 |
Profit Streak | 140.3227 | 141.3227 | 140.3227 | 140.3227 | 141.3227 | 140.3227 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154201 | -151978 | -446561 | -117588 | 343086 | -583515 |
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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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