Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876509.0196 | 806612.3916 | 69896.628 | 4487730.6593 | 11790298.9603 | -7302568.3009 |
Total P&L (%) | 876.509 | 806.6124 | 69.8966 | 4487.7307 | 11790.299 | -7302.5683 |
Avg Daily Profit (%) | 0.3506 | 0.3226 | 0.028 | 0.1531 | 0.1913 | 0 |
Buy And Hold Return (%) | 798.6482 | 798.6482 | 798.6482 | 798.6482 | 798.6482 | 798.6482 |
Max Trade Drawdown | -130795 | -58040 | -109708 | -11645716 | -4062788 | -10529995 |
Profit Factor | 2.7603 | 4.4061 | 1.2677 | 1.2008 | 2.275 | 0.4426 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 48.3146 | 48.8889 | 47.7273 | 48.3146 | 48.8889 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.9529 | 4.6064 | 1.3884 | 1.2846 | 2.3784 | 0.4848 |
Largest Winning Trade | 339433 | 339433 | 51045 | 11565303 | 11565303 | 1379753 |
Largest Losing Trade | -59275 | -28776 | -59275 | -5951970 | -2540843 | -5951970 |
Avg Bars in Trades | 80 | 87 | 72 | 80 | 87 | 72 |
Avg Bars in Winners | 104 | 113 | 94 | 104 | 113 | 94 |
Avg Bars in Losers | 57 | 62 | 52 | 57 | 62 | 52 |
Bars Traded | 7122 | 3944 | 3178 | 7122 | 3944 | 3178 |
Profit Streak | 75.9664 | 110.2997 | 0 | 75.9664 | 110.2997 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120715 | -145638 | -322249 | 228033 | 463895 | -581603 |
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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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