Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820151.7895 | 713305.8355 | 106845.954 | 7877454.3791 | 15646762.544 | -7769308.1649 |
Total P&L (%) | 820.1518 | 713.3058 | 106.846 | 7877.4544 | 15646.7625 | -7769.3082 |
Avg Daily Profit (%) | 0.328 | 0.2853 | 0.0427 | 0.1753 | 0.2025 | 0 |
Buy And Hold Return (%) | 738.8027 | 738.8027 | 738.8027 | 738.8027 | 738.8027 | 738.8027 |
Max Trade Drawdown | -80664 | -72983 | -90657 | -11209651 | -2904064 | -12462111 |
Profit Factor | 2.7863 | 4.0769 | 1.47 | 1.3445 | 3.3098 | 0.5172 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 56.1798 | 59.0909 | 53.3333 | 56.1798 | 59.0909 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.1733 | 2.8225 | 1.2863 | 1.0487 | 2.2914 | 0.4526 |
Largest Winning Trade | 177237 | 177237 | 66173 | 9823996 | 9823996 | 1332719 |
Largest Losing Trade | -64287 | -47969 | -64287 | -10314789 | -1099454 | -10314789 |
Avg Bars in Trades | 81 | 97 | 66 | 81 | 97 | 66 |
Avg Bars in Winners | 83 | 75 | 93 | 83 | 75 | 93 |
Avg Bars in Losers | 78 | 129 | 35 | 78 | 129 | 35 |
Bars Traded | 7261 | 4277 | 2985 | 7261 | 4277 | 2985 |
Profit Streak | 66.3258 | 139.9924 | 66.3258 | 66.3258 | 139.9924 | 66.3258 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115062 | -147695 | -299426 | 366910 | 597074 | -579721 |
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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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