Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811635.0659 | 742488.0167 | 69147.0492 | 3433183.4562 | 6502724.9587 | -3069541.5024 |
Total P&L (%) | 811.6351 | 742.488 | 69.147 | 3433.1835 | 6502.725 | -3069.5415 |
Avg Daily Profit (%) | 0.3246 | 0.297 | 0.0277 | 0.1427 | 0.1677 | 0 |
Buy And Hold Return (%) | 840.943 | 840.943 | 840.943 | 840.943 | 840.943 | 840.943 |
Max Trade Drawdown | -121542 | -43890 | -118123 | -5169778 | -1634460 | -5686043 |
Profit Factor | 2.5919 | 4.8689 | 1.2175 | 1.2809 | 2.6152 | 0.6254 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 44.4444 | 46.6667 | 42.2222 | 44.4444 | 46.6667 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.2399 | 5.5644 | 1.666 | 1.6012 | 2.9888 | 0.8559 |
Largest Winning Trade | 327282 | 327282 | 58015 | 2619439 | 2619439 | 1256680 |
Largest Losing Trade | -75264 | -21499 | -75264 | -4408685 | -668638 | -4408685 |
Avg Bars in Trades | 76 | 73 | 79 | 76 | 73 | 79 |
Avg Bars in Winners | 117 | 108 | 127 | 117 | 108 | 127 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 6877 | 3291 | 3585 | 6877 | 3291 | 3585 |
Profit Streak | 141.1027 | 145.7693 | 141.1027 | 141.1027 | 145.7693 | 141.1027 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152301 | -149480 | -323407 | -3797 | 449319 | -583165 |
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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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