Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897436.5503 | 794375.0338 | 103061.5165 | 6334380.1406 | 19001335.8974 | -12666955.7568 |
Total P&L (%) | 897.4366 | 794.375 | 103.0615 | 6334.3801 | 19001.3359 | -12666.9558 |
Avg Daily Profit (%) | 0.3589 | 0.3177 | 0.0412 | 0.1667 | 0.2103 | 0 |
Buy And Hold Return (%) | 757.4309 | 757.4309 | 757.4309 | 757.4309 | 757.4309 | 757.4309 |
Max Trade Drawdown | -131020 | -75416 | -106555 | -18634274 | -3840870 | -16356755 |
Profit Factor | 2.7849 | 4.3997 | 1.3829 | 1.2204 | 3.2546 | 0.3763 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 58.2278 | 53.8462 | 62.5 | 58.2278 | 53.8462 | 62.5 |
Ratio Avg Win / Avg Loss | 1.9979 | 3.7711 | 0.8298 | 0.8755 | 2.7897 | 0.2258 |
Largest Winning Trade | 233315 | 233315 | 61112 | 16061613 | 16061613 | 1696596 |
Largest Losing Trade | -52709 | -49092 | -52709 | -9255411 | -2003145 | -9255411 |
Avg Bars in Trades | 91 | 110 | 73 | 91 | 110 | 73 |
Avg Bars in Winners | 95 | 101 | 89 | 95 | 101 | 89 |
Avg Bars in Losers | 87 | 121 | 45 | 87 | 121 | 45 |
Bars Traded | 7260 | 4328 | 2932 | 7260 | 4328 | 2932 |
Profit Streak | 98.2278 | 132.8944 | 98.2278 | 98.2278 | 132.8944 | 98.2278 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122534 | -133116 | -302493 | -23290 | 555651 | -578569 |
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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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