Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903692.5382 | 787885.7189 | 115806.8194 | 7993728.4291 | 3397056.4444 | 4596671.9847 |
Total P&L (%) | 903.6925 | 787.8857 | 115.8068 | 7993.7284 | 3397.0564 | 4596.672 |
Avg Daily Profit (%) | 0.498 | 0.4342 | 0.0638 | 0.2424 | 0.1961 | 0.2123 |
Buy And Hold Return (%) | 716.2562 | 716.2562 | 716.2562 | 716.2562 | 716.2562 | 716.2562 |
Max Trade Drawdown | -106618 | -69355 | -87610 | -15192701 | -11972081 | -3931063 |
Profit Factor | 2.6908 | 4.2087 | 1.4008 | 1.2773 | 1.2057 | 1.3733 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 54.321 | 56.0976 | 52.5 | 54.321 | 56.0976 | 52.5 |
Ratio Avg Win / Avg Loss | 2.2627 | 3.2938 | 1.2674 | 1.0741 | 0.9436 | 1.2425 |
Largest Winning Trade | 261852 | 261852 | 62831 | 6522854 | 6522854 | 3553096 |
Largest Losing Trade | -43704 | -38863 | -43704 | -6654762 | -6654762 | -2169133 |
Avg Bars in Trades | 85 | 92 | 78 | 85 | 92 | 78 |
Avg Bars in Winners | 105 | 100 | 111 | 105 | 100 | 111 |
Avg Bars in Losers | 62 | 83 | 42 | 62 | 83 | 42 |
Bars Traded | 6952 | 3809 | 3143 | 6952 | 3809 | 3143 |
Profit Streak | 16.3196 | 114.8196 | 0 | 16.3196 | 114.8196 | 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 | -83787 | -115627 | -272446 | -6796 | 218410 | 311013 |
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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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