Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939404.1003 | 809310.4908 | 130093.6095 | 13217826.7501 | 13459476.5732 | -241649.8232 |
Total P&L (%) | 939.4041 | 809.3105 | 130.0936 | 13217.8268 | 13459.4766 | -241.6498 |
Avg Daily Profit (%) | 0.3757 | 0.3237 | 0.052 | 0.1958 | 0.1966 | 0 |
Buy And Hold Return (%) | 839.1553 | 839.1553 | 839.1553 | 839.1553 | 839.1553 | 839.1553 |
Max Trade Drawdown | -55449 | -48744 | -48078 | -3935021 | -3098115 | -1824953 |
Profit Factor | 3.4366 | 5.4128 | 1.6436 | 2.2303 | 3.1217 | 0.9451 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 52.5641 | 48.7179 | 56.4103 | 52.5641 | 48.7179 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.1013 | 5.6977 | 1.2701 | 2.0127 | 3.286 | 0.7303 |
Largest Winning Trade | 379264 | 379264 | 45008 | 10545410 | 10545410 | 699728 |
Largest Losing Trade | -47700 | -31523 | -47700 | -3098115 | -3098115 | -1729365 |
Avg Bars in Trades | 88 | 96 | 79 | 88 | 96 | 79 |
Avg Bars in Winners | 116 | 122 | 111 | 116 | 122 | 111 |
Avg Bars in Losers | 57 | 72 | 38 | 57 | 72 | 38 |
Bars Traded | 6880 | 3772 | 3108 | 6880 | 3772 | 3108 |
Profit Streak | 148.2745 | 160.9411 | 148.2745 | 148.2745 | 160.9411 | 148.2745 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149592 | -148097 | -285783 | -24846 | 520586 | -579352 |
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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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