Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830399.7973 | 764969.6113 | 65430.186 | 4431060.7985 | 5120895.4254 | -689834.6269 |
Total P&L (%) | 830.3998 | 764.9696 | 65.4302 | 4431.0608 | 5120.8954 | -689.8346 |
Avg Daily Profit (%) | 0.3322 | 0.306 | 0.0262 | 0.1527 | 0.1583 | 0 |
Buy And Hold Return (%) | 695.2113 | 695.2113 | 695.2113 | 695.2113 | 695.2113 | 695.2113 |
Max Trade Drawdown | -175883 | -78653 | -124671 | -6803774 | -4065969 | -3738705 |
Profit Factor | 2.3662 | 3.4054 | 1.2258 | 1.2734 | 1.5395 | 0.8973 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 46.9388 | 46.9388 | 46.9388 | 46.9388 | 46.9388 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.6749 | 3.8496 | 1.3857 | 1.4394 | 1.7403 | 1.0144 |
Largest Winning Trade | 203524 | 203524 | 54751 | 3002659 | 3002659 | 951442 |
Largest Losing Trade | -55808 | -45445 | -55808 | -2809507 | -2809507 | -2252023 |
Avg Bars in Trades | 97 | 137 | 56 | 97 | 137 | 56 |
Avg Bars in Winners | 124 | 164 | 85 | 124 | 164 | 85 |
Avg Bars in Losers | 72 | 113 | 31 | 72 | 113 | 31 |
Bars Traded | 9511 | 6727 | 2783 | 9511 | 6727 | 2783 |
Profit Streak | 157.315 | 157.315 | 236.815 | 157.315 | 157.315 | 236.815 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91153 | -119234 | -323797 | 273219 | 367592 | -578850 |
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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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