Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816530.6291 | 761180.8174 | 55349.8117 | 2451634.9973 | 7376446.5034 | -4924811.5061 |
Total P&L (%) | 816.5306 | 761.1808 | 55.3498 | 2451.635 | 7376.4465 | -4924.8115 |
Avg Daily Profit (%) | 0.3265 | 0.3044 | 0.0221 | 0.1296 | 0.1727 | 0 |
Buy And Hold Return (%) | 856.7722 | 856.7722 | 856.7722 | 856.7722 | 856.7722 | 856.7722 |
Max Trade Drawdown | -140027 | -66162 | -105398 | -6941284 | -2677297 | -6143617 |
Profit Factor | 2.3416 | 3.7661 | 1.166 | 1.1781 | 2.4622 | 0.435 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 50.5155 | 55.102 | 45.8333 | 50.5155 | 55.102 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.2938 | 3.0687 | 1.378 | 1.1541 | 2.0062 | 0.5141 |
Largest Winning Trade | 333237 | 333237 | 45423 | 6633470 | 6633470 | 710892 |
Largest Losing Trade | -64599 | -43917 | -64599 | -2686964 | -1392788 | -2686964 |
Avg Bars in Trades | 48 | 60 | 36 | 48 | 60 | 36 |
Avg Bars in Winners | 54 | 62 | 43 | 54 | 62 | 43 |
Avg Bars in Losers | 42 | 56 | 30 | 42 | 56 | 30 |
Bars Traded | 4706 | 2946 | 1760 | 4706 | 2946 | 1760 |
Profit Streak | 157.2556 | 165.7556 | 157.2556 | 157.2556 | 165.7556 | 157.2556 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150521 | -148233 | -367959 | -45670 | 511950 | -581733 |
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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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