Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741423.558 | 707154.3014 | 34269.2566 | 2169992.212 | 6066870.8473 | -3896878.6353 |
Total P&L (%) | 741.4236 | 707.1543 | 34.2693 | 2169.9922 | 6066.8708 | -3896.8786 |
Avg Daily Profit (%) | 0.2965 | 0.2827 | 0.0137 | 0.1249 | 0.1649 | 0 |
Buy And Hold Return (%) | 890.1706 | 890.1706 | 890.1706 | 890.1706 | 890.1706 | 890.1706 |
Max Trade Drawdown | -111767 | -74792 | -102237 | -5250076 | -1887046 | -4777823 |
Profit Factor | 2.443 | 4.443 | 1.1111 | 1.1881 | 2.5009 | 0.4802 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 40.8602 | 40.4255 | 41.3043 | 40.8602 | 40.4255 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.536 | 6.5476 | 1.579 | 1.7196 | 3.6855 | 0.6824 |
Largest Winning Trade | 282200 | 282200 | 60429 | 4939136 | 4939136 | 891344 |
Largest Losing Trade | -54476 | -22150 | -54476 | -3749003 | -693957 | -3749003 |
Avg Bars in Trades | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Winners | 114 | 122 | 105 | 114 | 122 | 105 |
Avg Bars in Losers | 52 | 50 | 54 | 52 | 50 | 54 |
Bars Traded | 7229 | 3753 | 3477 | 7229 | 3753 | 3477 |
Profit Streak | 76.3494 | 115.6827 | 0 | 76.3494 | 115.6827 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155008 | -152724 | -440809 | -45102 | 334915 | -584086 |
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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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