Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800659.0547 | 719087.156 | 81571.8987 | 3678643.0965 | 7673230.4451 | -3994587.3486 |
Total P&L (%) | 800.6591 | 719.0872 | 81.5719 | 3678.6431 | 7673.2304 | -3994.5873 |
Avg Daily Profit (%) | 0.3202 | 0.2876 | 0.0326 | 0.1454 | 0.1743 | 0 |
Buy And Hold Return (%) | 752.035 | 752.035 | 752.035 | 752.035 | 752.035 | 752.035 |
Max Trade Drawdown | -126207 | -52106 | -130278 | -7220045 | -1520763 | -8322602 |
Profit Factor | 2.596 | 4.1841 | 1.2957 | 1.2421 | 2.6033 | 0.6162 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 51.2195 | 48.7805 | 53.6585 | 51.2195 | 48.7805 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.4723 | 4.3933 | 1.119 | 1.183 | 2.7335 | 0.5322 |
Largest Winning Trade | 301430 | 301430 | 46016 | 3470085 | 3470085 | 1324689 |
Largest Losing Trade | -71582 | -21917 | -71582 | -5992375 | -744132 | -5992375 |
Avg Bars in Trades | 83 | 81 | 86 | 83 | 81 | 86 |
Avg Bars in Winners | 111 | 108 | 115 | 111 | 108 | 115 |
Avg Bars in Losers | 54 | 56 | 52 | 54 | 56 | 52 |
Bars Traded | 6885 | 3347 | 3538 | 6885 | 3347 | 3538 |
Profit Streak | 166.5719 | 166.5719 | 239.2386 | 166.5719 | 166.5719 | 239.2386 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138883 | -149266 | -313163 | -7507 | 479186 | -578913 |
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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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