Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854381.5909 | 702524.1731 | 151857.4178 | 4601992.5635 | 37384537.4204 | -32782544.8569 |
Total P&L (%) | 854.3816 | 702.5242 | 151.8574 | 4601.9926 | 37384.5374 | -32782.5449 |
Avg Daily Profit (%) | 0.3416 | 0.2809 | 0.0607 | 0.1541 | 0.2372 | 0 |
Buy And Hold Return (%) | 846.4244 | 846.4244 | 846.4244 | 846.4244 | 846.4244 | 846.4244 |
Max Trade Drawdown | -141596 | -77158 | -126920 | -43060788 | -3850702 | -42514195 |
Profit Factor | 3.2213 | 4.7631 | 1.7671 | 1.0904 | 6.8795 | 0.2641 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 69.1358 | 67.5 | 70.7317 | 69.1358 | 67.5 | 70.7317 |
Ratio Avg Win / Avg Loss | 1.4381 | 2.2934 | 0.7312 | 0.4868 | 3.3123 | 0.1093 |
Largest Winning Trade | 150601 | 150601 | 50508 | 27115721 | 27115721 | 2710713 |
Largest Losing Trade | -91746 | -51949 | -91746 | -41396502 | -2387150 | -41396502 |
Avg Bars in Trades | 84 | 132 | 37 | 84 | 132 | 37 |
Avg Bars in Winners | 69 | 106 | 36 | 69 | 106 | 36 |
Avg Bars in Losers | 117 | 186 | 42 | 117 | 186 | 42 |
Bars Traded | 6844 | 5291 | 1553 | 6844 | 5291 | 1553 |
Profit Streak | 127.2093 | 127.2093 | 250.8759 | 127.2093 | 127.2093 | 250.8759 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160726 | -146563 | -272976 | -128320 | 710924 | -576702 |
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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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