Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847162.0419 | 728749.2687 | 118412.7733 | 6817565.4045 | 11502135.2291 | -4684569.8246 |
Total P&L (%) | 847.162 | 728.7493 | 118.4128 | 6817.5654 | 11502.1352 | -4684.5698 |
Avg Daily Profit (%) | 0.3388 | 0.2915 | 0.0474 | 0.1696 | 0.1903 | 0 |
Buy And Hold Return (%) | 918.5813 | 918.5813 | 918.5813 | 918.5813 | 918.5813 | 918.5813 |
Max Trade Drawdown | -138775 | -63026 | -132870 | -5327995 | -314642 | -5450553 |
Profit Factor | 3.0379 | 6.8743 | 1.406 | 1.7948 | 23.1192 | 0.4186 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Profitability (%) | 67.5676 | 78.3784 | 56.7568 | 67.5676 | 78.3784 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.4582 | 1.8964 | 1.0712 | 0.8615 | 6.3777 | 0.319 |
Largest Winning Trade | 184281 | 184281 | 66098 | 5384697 | 5384697 | 551987 |
Largest Losing Trade | -79021 | -45585 | -79021 | -5327995 | -221220 | -5327995 |
Avg Bars in Trades | 93 | 101 | 84 | 93 | 101 | 84 |
Avg Bars in Winners | 106 | 88 | 132 | 106 | 88 | 132 |
Avg Bars in Losers | 64 | 149 | 22 | 64 | 149 | 22 |
Bars Traded | 6886 | 3753 | 3132 | 6886 | 3753 | 3132 |
Profit Streak | 65.5995 | 556.2661 | 0 | 65.5995 | 556.2661 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217525 | -143360 | -293825 | -57259 | 775888 | -579896 |
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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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