Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941157.2933 | 832542.7205 | 108614.5727 | 8221630.9598 | 9441963.4229 | -1220332.463 |
Total P&L (%) | 941.1573 | 832.5427 | 108.6146 | 8221.631 | 9441.9634 | -1220.3325 |
Avg Daily Profit (%) | 0.3764 | 0.333 | 0.0434 | 0.177 | 0.1825 | 0 |
Buy And Hold Return (%) | 822.4975 | 822.4975 | 822.4975 | 822.4975 | 822.4975 | 822.4975 |
Max Trade Drawdown | -93741 | -80596 | -92722 | -4529854 | -3468428 | -4497225 |
Profit Factor | 2.8796 | 5.2065 | 1.3587 | 1.5856 | 2.701 | 0.8563 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 49.4253 | 54.5455 | 44.186 | 49.4253 | 54.5455 | 44.186 |
Ratio Avg Win / Avg Loss | 2.9466 | 4.3388 | 1.7162 | 1.6225 | 2.2509 | 1.0816 |
Largest Winning Trade | 316395 | 316395 | 57586 | 4426863 | 4426863 | 1586524 |
Largest Losing Trade | -73588 | -25090 | -73588 | -2809764 | -1250290 | -2809764 |
Avg Bars in Trades | 81 | 71 | 90 | 81 | 71 | 90 |
Avg Bars in Winners | 115 | 95 | 139 | 115 | 95 | 139 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 7048 | 3164 | 3884 | 7048 | 3164 | 3884 |
Profit Streak | 175.7819 | 175.7819 | 250.4486 | 175.7819 | 175.7819 | 250.4486 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104459 | -143240 | -299967 | 438246 | 527693 | -579968 |
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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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