Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798944.1791 | 689686.1475 | 109258.0316 | 7876588.1571 | 8406482.4647 | -529894.3076 |
Total P&L (%) | 798.9442 | 689.6861 | 109.258 | 7876.5882 | 8406.4825 | -529.8943 |
Avg Daily Profit (%) | 0.3195 | 0.2758 | 0.0437 | 0.1752 | 0.1778 | 0 |
Buy And Hold Return (%) | 874.4707 | 874.4707 | 874.4707 | 874.4707 | 874.4707 | 874.4707 |
Max Trade Drawdown | -80088 | -39836 | -62492 | -1856676 | -743199 | -1605723 |
Profit Factor | 2.936 | 4.9846 | 1.456 | 2.217 | 4.1498 | 0.8607 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 50.6579 | 48.6842 | 52.6316 | 50.6579 | 48.6842 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.8597 | 5.254 | 1.3104 | 2.1594 | 4.3741 | 0.7746 |
Largest Winning Trade | 333627 | 333627 | 47789 | 4756165 | 4756165 | 404726 |
Largest Losing Trade | -57968 | -26125 | -57968 | -1544049 | -658930 | -1544049 |
Avg Bars in Trades | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Winners | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 4580 | 2337 | 2243 | 4580 | 2337 | 2243 |
Profit Streak | 111.0046 | 111.5046 | 111.0046 | 111.0046 | 111.5046 | 111.0046 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148877 | -198320 | -347575 | 514089 | -33992 | -629054 |
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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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