Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672956.3776 | 643104.9128 | 29851.4648 | 609744.1542 | 7967202.5099 | -7357458.3557 |
Total P&L (%) | 672.9564 | 643.1049 | 29.8515 | 609.7442 | 7967.2025 | -7357.4584 |
Avg Daily Profit (%) | 0.2691 | 0.2572 | 0.0119 | 0.0784 | 0.1757 | 0 |
Buy And Hold Return (%) | 735.5812 | 735.5812 | 735.5812 | 735.5812 | 735.5812 | 735.5812 |
Max Trade Drawdown | -122749 | -86038 | -124916 | -7826290 | -1633062 | -8871816 |
Profit Factor | 2.1954 | 3.6484 | 1.0932 | 1.0404 | 3.4227 | 0.3765 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 56.9892 | 60.8696 | 53.1915 | 56.9892 | 60.8696 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.6569 | 2.3454 | 0.9621 | 0.7852 | 2.2003 | 0.3313 |
Largest Winning Trade | 148058 | 148058 | 64959 | 4399380 | 4399380 | 814261 |
Largest Losing Trade | -90355 | -52403 | -90355 | -7580618 | -864766 | -7580618 |
Avg Bars in Trades | 50 | 58 | 43 | 50 | 58 | 43 |
Avg Bars in Winners | 50 | 43 | 58 | 50 | 43 | 58 |
Avg Bars in Losers | 51 | 82 | 26 | 51 | 82 | 26 |
Bars Traded | 4726 | 2689 | 2037 | 4726 | 2689 | 2037 |
Profit Streak | 54.7501 | 129.7501 | 54.7501 | 54.7501 | 129.7501 | 54.7501 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150834 | -147613 | -461231 | -429235 | 619556 | -579720 |
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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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