Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802528.8382 | 710946.74 | 91582.0982 | 6228284.4247 | 8353068.1194 | -2124783.6947 |
Total P&L (%) | 802.5288 | 710.9467 | 91.5821 | 6228.2844 | 8353.0681 | -2124.7837 |
Avg Daily Profit (%) | 0.3209 | 0.2843 | 0.0366 | 0.166 | 0.1776 | 0 |
Buy And Hold Return (%) | 742.5437 | 742.5437 | 742.5437 | 742.5437 | 742.5437 | 742.5437 |
Max Trade Drawdown | -83734 | -74249 | -77222 | -3362487 | -2592866 | -4601064 |
Profit Factor | 2.4964 | 4.059 | 1.3013 | 1.4412 | 2.5065 | 0.7521 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 57.1429 | 55.102 | 59.1837 | 57.1429 | 55.102 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.8723 | 3.3073 | 0.8975 | 1.0809 | 2.0424 | 0.5187 |
Largest Winning Trade | 240347 | 240347 | 58619 | 4553003 | 4553003 | 807200 |
Largest Losing Trade | -49327 | -28577 | -49327 | -1926265 | -834123 | -1926265 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
Bars Traded | 4632 | 2315 | 2317 | 4632 | 2315 | 2317 |
Profit Streak | 162.7756 | 162.7756 | 237.7756 | 162.7756 | 162.7756 | 237.7756 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124246 | -148190 | -308659 | 405483 | 516518 | -578113 |
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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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