Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879464.8831 | 796726.272 | 82738.611 | 4842664.0979 | 9596573.9918 | -4753909.8939 |
Total P&L (%) | 879.4649 | 796.7263 | 82.7386 | 4842.6641 | 9596.574 | -4753.9099 |
Avg Daily Profit (%) | 0.3517 | 0.3186 | 0.0331 | 0.1561 | 0.1831 | 0 |
Buy And Hold Return (%) | 760.8815 | 760.8815 | 760.8815 | 760.8815 | 760.8815 | 760.8815 |
Max Trade Drawdown | -90113 | -37288 | -79698 | -7239590 | -2358076 | -6707882 |
Profit Factor | 2.7978 | 4.9219 | 1.2893 | 1.3354 | 2.9229 | 0.4967 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.2821 | 48.7179 | 53.8462 | 51.2821 | 48.7179 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.658 | 5.1809 | 1.1051 | 1.2687 | 3.0767 | 0.4258 |
Largest Winning Trade | 324995 | 324995 | 48806 | 8335362 | 8335362 | 782816 |
Largest Losing Trade | -62254 | -27519 | -62254 | -4577034 | -1576393 | -4577034 |
Avg Bars in Trades | 62 | 67 | 56 | 62 | 67 | 56 |
Avg Bars in Winners | 80 | 86 | 75 | 80 | 86 | 75 |
Avg Bars in Losers | 42 | 50 | 33 | 42 | 50 | 33 |
Bars Traded | 4837 | 2649 | 2187 | 4837 | 2649 | 2187 |
Profit Streak | 81.3284 | 82.8284 | 81.3284 | 81.3284 | 82.8284 | 81.3284 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140265 | -134252 | -313370 | -30109 | 487964 | -579700 |
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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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