Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818171.9213 | 746721.1384 | 71450.7829 | 4372546.9035 | 7750024.5677 | -3377477.6642 |
Total P&L (%) | 818.1719 | 746.7211 | 71.4508 | 4372.5469 | 7750.0246 | -3377.4777 |
Avg Daily Profit (%) | 0.3272 | 0.2986 | 0.0286 | 0.1521 | 0.1746 | 0 |
Buy And Hold Return (%) | 853.3771 | 853.3771 | 853.3771 | 853.3771 | 853.3771 | 853.3771 |
Max Trade Drawdown | -116588 | -48456 | -99914 | -4279735 | -1810482 | -6002201 |
Profit Factor | 2.8762 | 5.4147 | 1.2677 | 1.3553 | 2.8301 | 0.5816 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 55 | 55 | 55 | 55 | 55 | 55 |
Ratio Avg Win / Avg Loss | 2.3532 | 4.4302 | 1.0372 | 1.1089 | 2.3155 | 0.4758 |
Largest Winning Trade | 306598 | 306598 | 64147 | 5275409 | 5275409 | 1218739 |
Largest Losing Trade | -61534 | -23162 | -61534 | -3404313 | -831947 | -3404313 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 75 | 80 | 70 | 75 | 80 | 70 |
Avg Bars in Losers | 40 | 43 | 38 | 40 | 43 | 38 |
Bars Traded | 4793 | 2554 | 2239 | 4793 | 2554 | 2239 |
Profit Streak | 137.7795 | 164.7795 | 137.7795 | 137.7795 | 164.7795 | 137.7795 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172940 | -146767 | -319351 | -14978 | 549114 | -579531 |
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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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