Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851979.018 | 716492.263 | 135486.755 | 7948563.1853 | 9727950.3931 | -1779387.2078 |
Total P&L (%) | 851.979 | 716.4923 | 135.4868 | 7948.5632 | 9727.9504 | -1779.3872 |
Avg Daily Profit (%) | 0.3404 | 0.2863 | 0.0541 | 0.1755 | 0.1835 | 0 |
Buy And Hold Return (%) | 790.6537 | 790.6537 | 790.6537 | 790.6537 | 790.6537 | 790.6537 |
Max Trade Drawdown | -93161 | -84244 | -72044 | -4811396 | -637759 | -4811396 |
Profit Factor | 2.821 | 4.3078 | 1.5392 | 1.9911 | 7.245 | 0.7247 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 58.2418 | 62.2222 | 54.3478 | 58.2418 | 62.2222 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.0226 | 2.6154 | 1.2929 | 1.4275 | 4.3988 | 0.6087 |
Largest Winning Trade | 167774 | 167774 | 62827 | 4924002 | 4924002 | 1117858 |
Largest Losing Trade | -70358 | -50684 | -70358 | -4811396 | -439814 | -4811396 |
Avg Bars in Trades | 76 | 92 | 60 | 76 | 92 | 60 |
Avg Bars in Winners | 99 | 104 | 94 | 99 | 104 | 94 |
Avg Bars in Losers | 43 | 71 | 19 | 43 | 71 | 19 |
Bars Traded | 6928 | 4142 | 2786 | 6928 | 4142 | 2786 |
Profit Streak | 76.3228 | 140.9895 | 76.3228 | 76.3228 | 140.9895 | 76.3228 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124293 | -146682 | -283253 | 476315 | 700490 | -579176 |
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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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