Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915641.6277 | 756831.2423 | 158810.3854 | 21241656.5891 | 37181904.493 | -15940247.9039 |
Total P&L (%) | 915.6416 | 756.8312 | 158.8104 | 21241.6566 | 37181.9045 | -15940.2479 |
Avg Daily Profit (%) | 0.3662 | 0.3027 | 0.0635 | 0.2147 | 0.2371 | 0 |
Buy And Hold Return (%) | 772.8493 | 772.8493 | 772.8493 | 772.8493 | 772.8493 | 772.8493 |
Max Trade Drawdown | -81749 | -75535 | -70590 | -25991821 | -4477443 | -26379143 |
Profit Factor | 3.1193 | 5.0117 | 1.6525 | 1.5257 | 5.3148 | 0.4986 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 59.2593 | 65 | 53.6585 | 59.2593 | 65 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.1445 | 2.6986 | 1.4272 | 1.0489 | 2.8618 | 0.4306 |
Largest Winning Trade | 158066 | 158066 | 62649 | 23158021 | 23158021 | 3371936 |
Largest Losing Trade | -66500 | -47944 | -66500 | -25143046 | -2778705 | -25143046 |
Avg Bars in Trades | 115 | 135 | 95 | 115 | 135 | 95 |
Avg Bars in Winners | 134 | 124 | 146 | 134 | 124 | 146 |
Avg Bars in Losers | 86 | 156 | 34 | 86 | 156 | 34 |
Bars Traded | 9316 | 5420 | 3896 | 9316 | 5420 | 3896 |
Profit Streak | 106.3877 | 140.6377 | 106.3877 | 106.3877 | 140.6377 | 106.3877 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106719 | -146515 | -270803 | -4214 | 681271 | -579706 |
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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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