Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771177.343 | 770163.0658 | 1014.2772 | 152600.7308 | 2429086.1076 | -2276485.3769 |
Total P&L (%) | 771.1773 | 770.1631 | 1.0143 | 152.6007 | 2429.0861 | -2276.4854 |
Avg Daily Profit (%) | 0.4151 | 0.4146 | 0.0005 | 0.0499 | 0.174 | 0 |
Buy And Hold Return (%) | 112.2435 | 112.2435 | 112.2435 | 112.2435 | 112.2435 | 112.2435 |
Max Trade Drawdown | -228173 | -113353 | -218281 | -9971901 | -3507151 | -7042025 |
Profit Factor | 1.9971 | 2.9166 | 1.0027 | 1.0073 | 1.2378 | 0.7874 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 58.0247 | 60.9756 | 55 | 58.0247 | 60.9756 | 55 |
Ratio Avg Win / Avg Loss | 1.4447 | 1.8666 | 0.8204 | 0.7287 | 0.7922 | 0.6442 |
Largest Winning Trade | 493954 | 493954 | 59101 | 3222013 | 3222013 | 2165913 |
Largest Losing Trade | -68082 | -53659 | -68082 | -6857052 | -2081681 | -6857052 |
Avg Bars in Trades | 66 | 77 | 55 | 66 | 77 | 55 |
Avg Bars in Winners | 61 | 73 | 49 | 61 | 73 | 49 |
Avg Bars in Losers | 73 | 84 | 63 | 73 | 84 | 63 |
Bars Traded | 5397 | 3174 | 2223 | 5397 | 3174 | 2223 |
Profit Streak | 73.4291 | 265.4291 | 73.4291 | 73.4291 | 265.4291 | 73.4291 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -912 | 655294 | -574996 | -407755 | 313465 | -578727 |
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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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