Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813579.6461 | 712675.9616 | 100903.6845 | 6321947.8623 | 16332552.3713 | -10010604.509 |
Total P&L (%) | 813.5796 | 712.676 | 100.9037 | 6321.9479 | 16332.5524 | -10010.6045 |
Avg Daily Profit (%) | 0.3254 | 0.2851 | 0.0404 | 0.1666 | 0.2043 | 0 |
Buy And Hold Return (%) | 813.3866 | 813.3866 | 813.3866 | 813.3866 | 813.3866 | 813.3866 |
Max Trade Drawdown | -114142 | -79711 | -89447 | -14900829 | -1175855 | -13739418 |
Profit Factor | 2.8278 | 5.37 | 1.3578 | 1.3397 | 7.5027 | 0.3782 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 53.1646 | 56.4103 | 50 | 53.1646 | 56.4103 | 50 |
Ratio Avg Win / Avg Loss | 2.4912 | 4.1495 | 1.3578 | 1.1802 | 5.7975 | 0.3782 |
Largest Winning Trade | 175072 | 175072 | 66509 | 11755082 | 11755082 | 1563274 |
Largest Losing Trade | -68810 | -47248 | -68810 | -12708862 | -610180 | -12708862 |
Avg Bars in Trades | 119 | 136 | 103 | 119 | 136 | 103 |
Avg Bars in Winners | 125 | 112 | 140 | 125 | 112 | 140 |
Avg Bars in Losers | 113 | 167 | 67 | 113 | 167 | 67 |
Bars Traded | 9465 | 5310 | 4155 | 9465 | 5310 | 4155 |
Profit Streak | 97.4241 | 130.9241 | 97.4241 | 97.4241 | 130.9241 | 97.4241 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181105 | -147527 | -303744 | -21829 | 648797 | -580190 |
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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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