Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813311.4842 | 664173.4876 | 149137.9966 | 11972663.3321 | 12662124.3529 | -689461.0207 |
Total P&L (%) | 813.3115 | 664.1735 | 149.138 | 11972.6633 | 12662.1244 | -689.461 |
Avg Daily Profit (%) | 0.3253 | 0.2656 | 0.0596 | 0.1919 | 0.1941 | 0 |
Buy And Hold Return (%) | 815.277 | 815.277 | 815.277 | 815.277 | 815.277 | 815.277 |
Max Trade Drawdown | -100604 | -83987 | -66949 | -3796293 | -937452 | -3945355 |
Profit Factor | 3.0775 | 4.5991 | 1.7207 | 2.5068 | 6.6023 | 0.8787 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 63.7363 | 68.8889 | 58.6957 | 63.7363 | 68.8889 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.751 | 2.077 | 1.2108 | 1.4263 | 2.9817 | 0.6184 |
Largest Winning Trade | 180705 | 180705 | 50994 | 6126203 | 6126203 | 1647810 |
Largest Losing Trade | -66949 | -51703 | -66949 | -2682201 | -575670 | -2682201 |
Avg Bars in Trades | 75 | 91 | 60 | 75 | 91 | 60 |
Avg Bars in Winners | 86 | 89 | 83 | 86 | 89 | 83 |
Avg Bars in Losers | 57 | 96 | 28 | 57 | 96 | 28 |
Bars Traded | 6893 | 4106 | 2787 | 6893 | 4106 | 2787 |
Profit Streak | 191.1794 | 520.1794 | 191.1794 | 191.1794 | 520.1794 | 191.1794 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147103 | -145759 | -274729 | 551600 | 735653 | -578603 |
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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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