Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788848.9814 | 697473.8595 | 91375.1219 | 5854066.6238 | 8039280.5515 | -2185213.9278 |
Total P&L (%) | 788.849 | 697.4739 | 91.3751 | 5854.0666 | 8039.2806 | -2185.2139 |
Avg Daily Profit (%) | 0.3155 | 0.2789 | 0.0365 | 0.1636 | 0.1761 | 0 |
Buy And Hold Return (%) | 789.8374 | 789.8374 | 789.8374 | 789.8374 | 789.8374 | 789.8374 |
Max Trade Drawdown | -115101 | -45377 | -108301 | -4981233 | -2243110 | -5872396 |
Profit Factor | 2.1762 | 3.3584 | 1.2437 | 1.2704 | 1.8311 | 0.8175 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Losing Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Profitability (%) | 50.3185 | 53.8462 | 46.8354 | 50.3185 | 53.8462 | 46.8354 |
Ratio Avg Win / Avg Loss | 2.1486 | 2.8787 | 1.4118 | 1.2544 | 1.5695 | 0.928 |
Largest Winning Trade | 303489 | 303489 | 52861 | 5809383 | 5809383 | 1126633 |
Largest Losing Trade | -48744 | -39131 | -48744 | -3264992 | -1128268 | -3264992 |
Avg Bars in Trades | 30 | 36 | 25 | 30 | 36 | 25 |
Avg Bars in Winners | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Losers | 22 | 30 | 15 | 22 | 30 | 15 |
Bars Traded | 4809 | 2821 | 1988 | 4809 | 2821 | 1988 |
Profit Streak | 15.3408 | 92.3408 | 15.3408 | 15.3408 | 92.3408 | 15.3408 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150677 | -183243 | -337447 | 344340 | -21292 | -608105 |
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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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