Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964459.3742 | 822573.7949 | 141885.5792 | 21414682.0162 | 23826988.9411 | -2412306.9249 |
Total P&L (%) | 964.4594 | 822.5738 | 141.8856 | 21414.682 | 23826.9889 | -2412.3069 |
Avg Daily Profit (%) | 0.3857 | 0.329 | 0.0567 | 0.2151 | 0.2193 | 0 |
Buy And Hold Return (%) | 717.5041 | 717.5041 | 717.5041 | 717.5041 | 717.5041 | 717.5041 |
Max Trade Drawdown | -103748 | -82510 | -62610 | -10806557 | -7255619 | -8200958 |
Profit Factor | 3.3747 | 4.264 | 1.9206 | 1.7339 | 2.2348 | 0.7559 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 52.5641 | 56.4103 | 48.7179 | 52.5641 | 56.4103 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.0455 | 3.2949 | 2.0216 | 1.5647 | 1.7269 | 0.7957 |
Largest Winning Trade | 331554 | 331554 | 60619 | 20093933 | 20093933 | 1121263 |
Largest Losing Trade | -33406 | -33406 | -30064 | -7255619 | -7255619 | -2575886 |
Avg Bars in Trades | 89 | 110 | 68 | 89 | 110 | 68 |
Avg Bars in Winners | 108 | 120 | 94 | 108 | 120 | 94 |
Avg Bars in Losers | 68 | 98 | 43 | 68 | 98 | 43 |
Bars Traded | 6990 | 4326 | 2664 | 6990 | 4326 | 2664 |
Profit Streak | 88.9892 | 154.3226 | 0 | 88.9892 | 154.3226 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80505 | -102008 | -279752 | -26433 | 513781 | -581255 |
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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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