Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926799.0832 | 795852.0167 | 130947.0665 | 5405797.9094 | 161885990.2689 | -156480192.3595 |
Total P&L (%) | 926.7991 | 795.852 | 130.9471 | 5405.7979 | 161885.9903 | -156480.1924 |
Avg Daily Profit (%) | 0.3708 | 0.3184 | 0.0524 | 0.1605 | 0.2961 | 0 |
Buy And Hold Return (%) | 794.7966 | 794.7966 | 794.7966 | 794.7966 | 794.7966 | 794.7966 |
Max Trade Drawdown | -277875 | -97659 | -186724 | -203860113 | -11945306 | -198731058 |
Profit Factor | 2.8631 | 4.2837 | 1.5133 | 1.0214 | 4.659 | 0.2483 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 60.7595 | 53.8462 | 67.5 | 60.7595 | 53.8462 | 67.5 |
Ratio Avg Win / Avg Loss | 1.8491 | 3.6717 | 0.7286 | 0.6597 | 3.9934 | 0.1196 |
Largest Winning Trade | 184217 | 184217 | 59966 | 129431148 | 129431148 | 10793979 |
Largest Losing Trade | -87890 | -40267 | -87890 | -181369942 | -11945306 | -181369942 |
Avg Bars in Trades | 184 | 202 | 167 | 184 | 202 | 167 |
Avg Bars in Winners | 212 | 211 | 213 | 212 | 211 | 213 |
Avg Bars in Losers | 140 | 190 | 71 | 140 | 190 | 71 |
Bars Traded | 14566 | 7878 | 6688 | 14566 | 7878 | 6688 |
Profit Streak | 162.2345 | 165.7345 | 162.2345 | 162.2345 | 165.7345 | 162.2345 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127366 | -147559 | -285743 | -219292 | 644044 | -577515 |
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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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