Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881341.156 | 775389.2509 | 105951.9051 | 8685377.5306 | 9583885.0713 | -898507.5407 |
Total P&L (%) | 881.3412 | 775.3893 | 105.9519 | 8685.3775 | 9583.8851 | -898.5075 |
Avg Daily Profit (%) | 0.3525 | 0.3102 | 0.0424 | 0.1792 | 0.1831 | 0 |
Buy And Hold Return (%) | 743.0707 | 743.0707 | 743.0707 | 743.0707 | 743.0707 | 743.0707 |
Max Trade Drawdown | -108012 | -89358 | -50313 | -2977905 | -1882596 | -3711826 |
Profit Factor | 2.7751 | 3.7529 | 1.4932 | 1.8036 | 2.7934 | 0.8356 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 61.7284 | 60 | 63.4146 | 61.7284 | 60 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.7206 | 2.5019 | 0.8614 | 1.1182 | 1.8623 | 0.4821 |
Largest Winning Trade | 258169 | 258169 | 59561 | 6424175 | 6424175 | 1045540 |
Largest Losing Trade | -50181 | -48054 | -50181 | -1708378 | -1364444 | -1708378 |
Avg Bars in Trades | 116 | 145 | 88 | 116 | 145 | 88 |
Avg Bars in Winners | 124 | 143 | 106 | 124 | 143 | 106 |
Avg Bars in Losers | 103 | 148 | 55 | 103 | 148 | 55 |
Bars Traded | 9428 | 5819 | 3609 | 9428 | 5819 | 3609 |
Profit Streak | 100.6789 | 134.4289 | 100.6789 | 100.6789 | 134.4289 | 100.6789 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106769 | -134493 | -300143 | -3351 | 544249 | -578443 |
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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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