Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709717.1399 | 678953.916 | 30763.224 | 2302031.9833 | 5252521.8023 | -2950489.8191 |
Total P&L (%) | 709.7171 | 678.9539 | 30.7632 | 2302.032 | 5252.5218 | -2950.4898 |
Avg Daily Profit (%) | 0.2838 | 0.2715 | 0.0123 | 0.1272 | 0.1593 | 0 |
Buy And Hold Return (%) | 869.6347 | 869.6347 | 869.6347 | 869.6347 | 869.6347 | 869.6347 |
Max Trade Drawdown | -98362 | -70377 | -133221 | -7207917 | -4913446 | -5885892 |
Profit Factor | 2.3054 | 4.0464 | 1.0959 | 1.1267 | 1.6304 | 0.6999 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 47.6744 | 51.1628 | 44.186 | 47.6744 | 51.1628 | 44.186 |
Ratio Avg Win / Avg Loss | 2.5303 | 3.8625 | 1.3843 | 1.2367 | 1.5563 | 0.8841 |
Largest Winning Trade | 171281 | 171281 | 66959 | 3069346 | 3069346 | 1442403 |
Largest Losing Trade | -56555 | -29795 | -56555 | -2524023 | -1990362 | -2524023 |
Avg Bars in Trades | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Winners | 92 | 87 | 98 | 92 | 87 | 98 |
Avg Bars in Losers | 73 | 84 | 63 | 73 | 84 | 63 |
Bars Traded | 7082 | 3706 | 3376 | 7082 | 3706 | 3376 |
Profit Streak | 161.4565 | 164.1231 | 161.4565 | 161.4565 | 164.1231 | 161.4565 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151955 | -148864 | -458860 | -106633 | 406974 | -582410 |
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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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