Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938982.5166 | 855162.24 | 83820.2765 | 6870734.708 | 8678010.6305 | -1807275.9225 |
Total P&L (%) | 938.9825 | 855.1622 | 83.8203 | 6870.7347 | 8678.0106 | -1807.2759 |
Avg Daily Profit (%) | 0.5147 | 0.4687 | 0.0459 | 0.2329 | 0.2456 | 0 |
Buy And Hold Return (%) | 718.5356 | 718.5356 | 718.5356 | 718.5356 | 718.5356 | 718.5356 |
Max Trade Drawdown | -75573 | -68861 | -98313 | -4381226 | -3821182 | -2892873 |
Profit Factor | 2.8214 | 4.5683 | 1.3039 | 1.4452 | 2.2367 | 0.7853 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 51.2821 | 56.4103 | 46.1538 | 51.2821 | 56.4103 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.6804 | 3.53 | 1.5212 | 1.3729 | 1.7284 | 0.9161 |
Largest Winning Trade | 236719 | 236719 | 71855 | 4208696 | 4208696 | 2245431 |
Largest Losing Trade | -50205 | -46290 | -50205 | -2672328 | -2672328 | -1265435 |
Avg Bars in Trades | 89 | 85 | 92 | 89 | 85 | 92 |
Avg Bars in Winners | 110 | 101 | 122 | 110 | 101 | 122 |
Avg Bars in Losers | 66 | 65 | 67 | 66 | 65 | 67 |
Bars Traded | 6944 | 3337 | 3607 | 6944 | 3337 | 3607 |
Profit Streak | 33.4213 | 33.4213 | 62.4213 | 33.4213 | 33.4213 | 62.4213 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91379 | -87415 | -296610 | -27873 | 506773 | -581278 |
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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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