Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816549.5361 | 677386.7368 | 139162.7993 | 16657710.4928 | 25383230.9062 | -8725520.4134 |
Total P&L (%) | 816.5495 | 677.3867 | 139.1628 | 16657.7105 | 25383.2309 | -8725.5204 |
Avg Daily Profit (%) | 0.3267 | 0.271 | 0.0557 | 0.2051 | 0.2219 | 0 |
Buy And Hold Return (%) | 908.8165 | 908.8165 | 908.8165 | 908.8165 | 908.8165 | 908.8165 |
Max Trade Drawdown | -55697 | -51332 | -63913 | -12499502 | -1459684 | -13140999 |
Profit Factor | 3.4804 | 6.0776 | 1.7108 | 1.7823 | 7.6038 | 0.4999 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 61.25 | 65 | 57.5 | 61.25 | 65 | 57.5 |
Ratio Avg Win / Avg Loss | 2.2019 | 3.2726 | 1.2645 | 1.1276 | 4.0944 | 0.3695 |
Largest Winning Trade | 209029 | 209029 | 48780 | 15179772 | 15179772 | 1434889 |
Largest Losing Trade | -55697 | -41736 | -55697 | -12499502 | -1224415 | -12499502 |
Avg Bars in Trades | 184 | 197 | 171 | 184 | 197 | 171 |
Avg Bars in Winners | 193 | 198 | 186 | 193 | 198 | 186 |
Avg Bars in Losers | 170 | 195 | 150 | 170 | 195 | 150 |
Bars Traded | 14758 | 7901 | 6857 | 14758 | 7901 | 6857 |
Profit Streak | 204.402 | 346.402 | 204.402 | 204.402 | 346.402 | 204.402 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170655 | -145288 | -280241 | -10305 | 722499 | -578801 |
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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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