Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831457.8661 | 768012.0133 | 63445.8528 | 3492652.4528 | 8235280.868 | -4742628.4152 |
Total P&L (%) | 831.4579 | 768.012 | 63.4459 | 3492.6525 | 8235.2809 | -4742.6284 |
Avg Daily Profit (%) | 0.3325 | 0.3071 | 0.0254 | 0.1433 | 0.177 | 0 |
Buy And Hold Return (%) | 841.7228 | 841.7228 | 841.7228 | 841.7228 | 841.7228 | 841.7228 |
Max Trade Drawdown | -104273 | -62545 | -83323 | -6876288 | -1982277 | -6241293 |
Profit Factor | 2.7462 | 4.7678 | 1.233 | 1.284 | 2.946 | 0.4119 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 50 | 48.7179 | 51.2821 | 50 | 48.7179 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.7462 | 5.0188 | 1.1713 | 1.284 | 3.1011 | 0.3913 |
Largest Winning Trade | 336813 | 336813 | 47121 | 7384629 | 7384629 | 459564 |
Largest Losing Trade | -52810 | -25765 | -52810 | -4535986 | -1298898 | -4535986 |
Avg Bars in Trades | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Winners | 76 | 78 | 74 | 76 | 78 | 74 |
Avg Bars in Losers | 46 | 49 | 44 | 46 | 49 | 44 |
Bars Traded | 4810 | 2477 | 2333 | 4810 | 2477 | 2333 |
Profit Streak | 0 | 169.0255 | 0 | 0 | 169.0255 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190145 | -148710 | -324899 | -42198 | 502444 | -580591 |
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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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