Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716081.826 | 609174.65 | 106907.1761 | 6421692.1556 | 8819898.8659 | -2398206.7103 |
Total P&L (%) | 716.0818 | 609.1747 | 106.9072 | 6421.6922 | 8819.8989 | -2398.2067 |
Avg Daily Profit (%) | 0.2864 | 0.2436 | 0.0428 | 0.1672 | 0.1798 | 0 |
Buy And Hold Return (%) | 857.2972 | 857.2972 | 857.2972 | 857.2972 | 857.2972 | 857.2972 |
Max Trade Drawdown | -80191 | -74061 | -87074 | -5307942 | -862335 | -5612290 |
Profit Factor | 2.8718 | 4.6994 | 1.4907 | 1.7748 | 6.0664 | 0.6337 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 55.6818 | 61.3636 | 50 | 55.6818 | 61.3636 | 50 |
Ratio Avg Win / Avg Loss | 2.2857 | 2.9589 | 1.4907 | 1.4126 | 3.8196 | 0.6337 |
Largest Winning Trade | 151306 | 151306 | 40600 | 4531341 | 4531341 | 1003513 |
Largest Losing Trade | -65265 | -47242 | -65265 | -4932580 | -488084 | -4932580 |
Avg Bars in Trades | 81 | 80 | 83 | 81 | 80 | 83 |
Avg Bars in Winners | 86 | 83 | 90 | 86 | 83 | 90 |
Avg Bars in Losers | 76 | 76 | 76 | 76 | 76 | 76 |
Bars Traded | 7206 | 3553 | 3652 | 7206 | 3553 | 3652 |
Profit Streak | 85.4632 | 87.4632 | 85.4632 | 85.4632 | 87.4632 | 85.4632 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149586 | -147702 | -299709 | 430005 | 665387 | -580161 |
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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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