Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814306.0978 | 689379.6601 | 124926.4377 | 10194228.5714 | 13571648.7176 | -3377420.1462 |
Total P&L (%) | 814.3061 | 689.3797 | 124.9264 | 10194.2286 | 13571.6487 | -3377.4201 |
Avg Daily Profit (%) | 0.3257 | 0.2757 | 0.05 | 0.1855 | 0.1969 | 0 |
Buy And Hold Return (%) | 716.5935 | 716.5935 | 716.5935 | 716.5935 | 716.5935 | 716.5935 |
Max Trade Drawdown | -82770 | -76400 | -76014 | -7742199 | -2566295 | -7619539 |
Profit Factor | 2.783 | 4.0587 | 1.5401 | 1.5923 | 3.0369 | 0.6798 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 59.0361 | 65.8537 | 52.381 | 59.0361 | 65.8537 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9311 | 2.1045 | 1.4001 | 1.1049 | 1.5747 | 0.618 |
Largest Winning Trade | 183855 | 183855 | 51958 | 8391746 | 8391746 | 1693140 |
Largest Losing Trade | -62277 | -49918 | -62277 | -3651687 | -1154869 | -3651687 |
Avg Bars in Trades | 84 | 102 | 66 | 84 | 102 | 66 |
Avg Bars in Winners | 97 | 97 | 99 | 97 | 97 | 99 |
Avg Bars in Losers | 64 | 112 | 31 | 64 | 112 | 31 |
Bars Traded | 7000 | 4200 | 2800 | 7000 | 4200 | 2800 |
Profit Streak | 87.3687 | 124.702 | 87.3687 | 87.3687 | 124.702 | 87.3687 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107800 | -147331 | -289504 | 392983 | 592898 | -579867 |
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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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