Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772861.279 | 644864.433 | 127996.8461 | 3745022.114 | 2636637.9784 | 1108384.1357 |
Total P&L (%) | 772.8613 | 644.8644 | 127.9968 | 3745.0221 | 2636.638 | 1108.3841 |
Avg Daily Profit (%) | 0.4181 | 0.3489 | 0.0692 | 0.1976 | 0.1792 | 0.1349 |
Buy And Hold Return (%) | 185.8932 | 185.8932 | 185.8932 | 185.8932 | 185.8932 | 185.8932 |
Max Trade Drawdown | -43242 | -61890 | -44208 | -1950749 | -836484 | -1114264 |
Profit Factor | 3.2391 | 4.8847 | 1.7144 | 1.812 | 2.2228 | 1.4513 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 51.9481 | 51.2821 | 52.6316 | 51.9481 | 51.2821 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.9962 | 4.6405 | 1.543 | 1.6761 | 2.1117 | 1.3062 |
Largest Winning Trade | 468087 | 468087 | 46171 | 1480954 | 1095202 | 1480954 |
Largest Losing Trade | -33533 | -31454 | -33533 | -997384 | -836484 | -997384 |
Avg Bars in Trades | 136 | 128 | 144 | 136 | 128 | 144 |
Avg Bars in Winners | 183 | 164 | 201 | 183 | 164 | 201 |
Avg Bars in Losers | 85 | 90 | 80 | 85 | 90 | 80 |
Bars Traded | 10487 | 5001 | 5486 | 10487 | 5001 | 5486 |
Profit Streak | 91.7063 | 104.873 | 0 | 91.7063 | 104.873 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31455 | 542670 | -262655 | -34011 | 462168 | -11857 |
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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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