Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1044290.0995 | 848624.575 | 195665.5245 | 56539756.0737 | 83505567.3547 | -26965811.281 |
Total P&L (%) | 1044.2901 | 848.6246 | 195.6655 | 56539.7561 | 83505.5674 | -26965.8113 |
Avg Daily Profit (%) | 0.4176 | 0.3394 | 0.0782 | 0.2538 | 0.2694 | 0 |
Buy And Hold Return (%) | 843.1081 | 843.1081 | 843.1081 | 843.1081 | 843.1081 | 843.1081 |
Max Trade Drawdown | -86237 | -81837 | -61222 | -50490348 | -6633033 | -49792109 |
Profit Factor | 3.8442 | 5.7582 | 2.0363 | 1.7562 | 5.9327 | 0.5338 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 64.9351 | 68.4211 | 61.5385 | 64.9351 | 68.4211 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.0759 | 2.6576 | 1.2727 | 0.9483 | 2.7382 | 0.3336 |
Largest Winning Trade | 172542 | 172542 | 66705 | 51094692 | 51094692 | 8706849 |
Largest Losing Trade | -61222 | -43422 | -61222 | -49792109 | -5780334 | -49792109 |
Avg Bars in Trades | 92 | 103 | 81 | 92 | 103 | 81 |
Avg Bars in Winners | 101 | 89 | 114 | 101 | 89 | 114 |
Avg Bars in Losers | 75 | 135 | 26 | 75 | 135 | 26 |
Bars Traded | 7104 | 3942 | 3162 | 7104 | 3942 | 3162 |
Profit Streak | 130.0179 | 130.0179 | 287.6846 | 130.0179 | 130.0179 | 287.6846 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117408 | -143193 | -248633 | -33662 | 722835 | -577913 |
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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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