Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907556.9955 | 800316.6985 | 107240.297 | 12763386.8045 | 18539187.4896 | -5775800.6851 |
Total P&L (%) | 907.557 | 800.3167 | 107.2403 | 12763.3868 | 18539.1875 | -5775.8007 |
Avg Daily Profit (%) | 0.4358 | 0.3843 | 0.0515 | 0.2335 | 0.2513 | 0 |
Buy And Hold Return (%) | 1134.6246 | 1134.6246 | 1134.6246 | 1134.6246 | 1134.6246 | 1134.6246 |
Max Trade Drawdown | -104584 | -39705 | -103844 | -11054557 | -3127980 | -13400731 |
Profit Factor | 3.1807 | 5.6004 | 1.4428 | 1.4036 | 2.6474 | 0.7164 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.8095 | 45.2381 | 52.381 | 48.8095 | 45.2381 | 52.381 |
Ratio Avg Win / Avg Loss | 3.3359 | 6.7794 | 1.3116 | 1.4721 | 3.2047 | 0.6513 |
Largest Winning Trade | 330406 | 330406 | 48880 | 11132572 | 11132572 | 2151987 |
Largest Losing Trade | -52392 | -21685 | -52392 | -7557103 | -1630367 | -7557103 |
Avg Bars in Trades | 293 | 291 | 295 | 293 | 291 | 295 |
Avg Bars in Winners | 405 | 417 | 394 | 405 | 417 | 394 |
Avg Bars in Losers | 186 | 187 | 186 | 186 | 187 | 186 |
Bars Traded | 24648 | 12247 | 12400 | 24648 | 12247 | 12400 |
Profit Streak | 168.8259 | 168.8259 | 184.4926 | 168.8259 | 168.8259 | 184.4926 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148473 | -148770 | -287259 | 367698 | 456665 | -579068 |
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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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