Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785282.8933 | 634242.1551 | 151040.7382 | 10746034.8781 | 24915448.6394 | -14169413.7612 |
Total P&L (%) | 785.2829 | 634.2422 | 151.0407 | 10746.0349 | 24915.4486 | -14169.4138 |
Avg Daily Profit (%) | 0.3141 | 0.2537 | 0.0604 | 0.1876 | 0.2211 | 0 |
Buy And Hold Return (%) | 713.6968 | 713.6968 | 713.6968 | 713.6968 | 713.6968 | 713.6968 |
Max Trade Drawdown | -76642 | -72368 | -81687 | -20036391 | -2943705 | -20711048 |
Profit Factor | 3.1142 | 4.7463 | 1.7472 | 1.3459 | 4.8553 | 0.424 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Profitability (%) | 64.557 | 71.7949 | 57.5 | 64.557 | 71.7949 | 57.5 |
Ratio Avg Win / Avg Loss | 1.7097 | 1.8646 | 1.2914 | 0.7389 | 1.9074 | 0.3134 |
Largest Winning Trade | 157122 | 157122 | 44740 | 16619080 | 16619080 | 1585857 |
Largest Losing Trade | -72407 | -47408 | -72407 | -19692032 | -2943705 | -19692032 |
Avg Bars in Trades | 115 | 164 | 68 | 115 | 164 | 68 |
Avg Bars in Winners | 112 | 129 | 90 | 112 | 129 | 90 |
Avg Bars in Losers | 121 | 251 | 37 | 121 | 251 | 37 |
Bars Traded | 9130 | 6398 | 2732 | 9130 | 6398 | 2732 |
Profit Streak | 54.7463 | 131.7463 | 54.7463 | 54.7463 | 131.7463 | 54.7463 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147738 | -145866 | -274265 | -21499 | 709655 | -579215 |
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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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