Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919115.665 | 764444.3586 | 154671.3064 | 15877245.8633 | 23837181.4493 | -7959935.586 |
Total P&L (%) | 919.1157 | 764.4444 | 154.6713 | 15877.2459 | 23837.1814 | -7959.9356 |
Avg Daily Profit (%) | 0.3676 | 0.3057 | 0.0619 | 0.2031 | 0.2193 | 0 |
Buy And Hold Return (%) | 861.7313 | 861.7313 | 861.7313 | 861.7313 | 861.7313 | 861.7313 |
Max Trade Drawdown | -91029 | -83313 | -83602 | -14150380 | -2381364 | -15984114 |
Profit Factor | 3.1191 | 5.1369 | 1.6213 | 1.653 | 6.2544 | 0.5975 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 63.8554 | 65.8537 | 61.9048 | 63.8554 | 65.8537 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.7655 | 2.6636 | 0.9977 | 0.9357 | 3.243 | 0.3677 |
Largest Winning Trade | 144503 | 144503 | 62139 | 11821734 | 11821734 | 2744297 |
Largest Losing Trade | -70742 | -48333 | -70742 | -14150380 | -1631673 | -14150380 |
Avg Bars in Trades | 85 | 97 | 73 | 85 | 97 | 73 |
Avg Bars in Winners | 104 | 101 | 108 | 104 | 101 | 108 |
Avg Bars in Losers | 50 | 90 | 15 | 50 | 90 | 15 |
Bars Traded | 7083 | 4000 | 3082 | 7083 | 4000 | 3082 |
Profit Streak | 288.989 | 520.989 | 288.989 | 288.989 | 520.989 | 288.989 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127421 | -145462 | -272877 | 382551 | 727534 | -577843 |
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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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