Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845422.169 | 740510.8034 | 104911.3655 | 5831149.9082 | 10279742.847 | -4448592.9388 |
Total P&L (%) | 845.4222 | 740.5108 | 104.9114 | 5831.1499 | 10279.7428 | -4448.5929 |
Avg Daily Profit (%) | 0.3381 | 0.2962 | 0.042 | 0.1634 | 0.1858 | 0 |
Buy And Hold Return (%) | 901.1452 | 901.1452 | 901.1452 | 901.1452 | 901.1452 | 901.1452 |
Max Trade Drawdown | -86512 | -40052 | -100317 | -5428359 | -1275696 | -7819526 |
Profit Factor | 2.9633 | 5.1677 | 1.4148 | 1.3891 | 3.342 | 0.5802 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 56.4103 | 51.2821 | 61.5385 | 56.4103 | 51.2821 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.2898 | 4.9093 | 0.8842 | 1.0734 | 3.1749 | 0.3626 |
Largest Winning Trade | 348354 | 348354 | 46370 | 5629735 | 5629735 | 1054063 |
Largest Losing Trade | -71582 | -20614 | -71582 | -5042614 | -568957 | -5042614 |
Avg Bars in Trades | 91 | 97 | 85 | 91 | 97 | 85 |
Avg Bars in Winners | 109 | 112 | 106 | 109 | 112 | 106 |
Avg Bars in Losers | 69 | 81 | 53 | 69 | 81 | 53 |
Bars Traded | 7155 | 3807 | 3349 | 7155 | 3807 | 3349 |
Profit Streak | 143.4744 | 157.8077 | 143.4744 | 143.4744 | 157.8077 | 143.4744 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187217 | -147848 | -301432 | -28316 | 556499 | -578689 |
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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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