Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907022.9228 | 801003.4808 | 106019.442 | 6499318.8383 | 7415841.688 | -916522.8497 |
Total P&L (%) | 907.0229 | 801.0035 | 106.0194 | 6499.3188 | 7415.8417 | -916.5229 |
Avg Daily Profit (%) | 0.3627 | 0.3203 | 0.0424 | 0.1677 | 0.1729 | 0 |
Buy And Hold Return (%) | 719.8353 | 719.8353 | 719.8353 | 719.8353 | 719.8353 | 719.8353 |
Max Trade Drawdown | -134816 | -103865 | -63832 | -3122618 | -1383143 | -2202761 |
Profit Factor | 2.7561 | 4.384 | 1.3789 | 1.9057 | 3.7033 | 0.7932 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 60.6061 | 59.1837 | 62 | 60.6061 | 59.1837 | 62 |
Ratio Avg Win / Avg Loss | 1.7915 | 3.0234 | 0.8451 | 1.2387 | 2.554 | 0.4862 |
Largest Winning Trade | 402995 | 402995 | 50602 | 6024760 | 6024760 | 721670 |
Largest Losing Trade | -63832 | -32135 | -63832 | -1739475 | -1383143 | -1739475 |
Avg Bars in Trades | 47 | 52 | 43 | 47 | 52 | 43 |
Avg Bars in Winners | 52 | 52 | 51 | 52 | 52 | 51 |
Avg Bars in Losers | 41 | 51 | 30 | 41 | 51 | 30 |
Bars Traded | 4743 | 2558 | 2185 | 4743 | 2558 | 2185 |
Profit Streak | 60.0198 | 62.5198 | 60.0198 | 60.0198 | 62.5198 | 60.0198 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67572 | -112441 | -481092 | 463829 | 593869 | -758717 |
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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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