Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940189.4993 | 780670.4355 | 159519.0638 | 20254006.5259 | 25683663.5566 | -5429657.0307 |
Total P&L (%) | 940.1895 | 780.6704 | 159.5191 | 20254.0065 | 25683.6636 | -5429.657 |
Avg Daily Profit (%) | 0.376 | 0.3122 | 0.0638 | 0.2128 | 0.2223 | 0 |
Buy And Hold Return (%) | 735.6769 | 735.6769 | 735.6769 | 735.6769 | 735.6769 | 735.6769 |
Max Trade Drawdown | -74560 | -37787 | -82133 | -10646343 | -3738521 | -13514689 |
Profit Factor | 3.9746 | 6.402 | 1.9298 | 1.6643 | 3.3632 | 0.7233 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 51.8519 | 52.5 | 51.2195 | 51.8519 | 52.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.6907 | 5.7923 | 1.8379 | 1.5454 | 3.0429 | 0.6888 |
Largest Winning Trade | 352535 | 352535 | 52032 | 19364873 | 19364873 | 4283275 |
Largest Losing Trade | -35875 | -21501 | -35875 | -8918003 | -2362885 | -8918003 |
Avg Bars in Trades | 111 | 142 | 80 | 111 | 142 | 80 |
Avg Bars in Winners | 136 | 175 | 98 | 136 | 175 | 98 |
Avg Bars in Losers | 83 | 106 | 61 | 83 | 106 | 61 |
Bars Traded | 9010 | 5699 | 3311 | 9010 | 5699 | 3311 |
Profit Streak | 31.0327 | 0 | 32.5327 | 31.0327 | 0 | 32.5327 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78203 | -128872 | -269116 | -4197 | 540424 | -580043 |
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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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