Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832783.574 | 773365.83 | 59417.744 | 3818591.7772 | 6211124.0902 | -2392532.313 |
Total P&L (%) | 832.7836 | 773.3658 | 59.4177 | 3818.5918 | 6211.1241 | -2392.5323 |
Avg Daily Profit (%) | 0.3331 | 0.3093 | 0.0238 | 0.1468 | 0.1659 | 0 |
Buy And Hold Return (%) | 903.8464 | 903.8464 | 903.8464 | 903.8464 | 903.8464 | 903.8464 |
Max Trade Drawdown | -101286 | -55624 | -71284 | -4251571 | -1115959 | -3716002 |
Profit Factor | 2.1612 | 3.5574 | 1.1433 | 1.4142 | 3.1322 | 0.6206 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 37.3563 | 35.6322 | 39.0805 | 37.3563 | 35.6322 | 39.0805 |
Ratio Avg Win / Avg Loss | 3.6241 | 6.4262 | 1.7821 | 2.3715 | 5.6582 | 0.9675 |
Largest Winning Trade | 299851 | 299851 | 51540 | 4950330 | 4950330 | 599926 |
Largest Losing Trade | -44865 | -18756 | -44865 | -2961710 | -449102 | -2961710 |
Avg Bars in Trades | 41 | 29 | 53 | 41 | 29 | 53 |
Avg Bars in Winners | 76 | 50 | 99 | 76 | 50 | 99 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 7211 | 2544 | 4667 | 7211 | 2544 | 4667 |
Profit Streak | 126.0184 | 126.0184 | 132.6851 | 126.0184 | 126.0184 | 132.6851 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155145 | -155133 | -392343 | 21160 | 308931 | -584386 |
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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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