Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853233.6012 | 751659.939 | 101573.6622 | 6421045.0842 | 9776906.1492 | -3355861.065 |
Total P&L (%) | 853.2336 | 751.6599 | 101.5737 | 6421.0451 | 9776.9061 | -3355.8611 |
Avg Daily Profit (%) | 0.3412 | 0.3006 | 0.0406 | 0.1672 | 0.1839 | 0 |
Buy And Hold Return (%) | 840.7776 | 840.7776 | 840.7776 | 840.7776 | 840.7776 | 840.7776 |
Max Trade Drawdown | -77360 | -47022 | -105802 | -4180430 | -2215628 | -7674094 |
Profit Factor | 2.8494 | 4.738 | 1.3903 | 1.3925 | 2.6653 | 0.6801 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 53.6585 | 51.2195 | 56.0976 | 53.6585 | 51.2195 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.4609 | 4.5123 | 1.088 | 1.2026 | 2.5384 | 0.5322 |
Largest Winning Trade | 313749 | 313749 | 46944 | 6103922 | 6103922 | 1721069 |
Largest Losing Trade | -62228 | -19935 | -62228 | -3582520 | -1080561 | -3582520 |
Avg Bars in Trades | 84 | 81 | 86 | 84 | 81 | 86 |
Avg Bars in Winners | 104 | 103 | 105 | 104 | 103 | 105 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 6889 | 3344 | 3545 | 6889 | 3344 | 3545 |
Profit Streak | 164.9768 | 164.9768 | 238.6435 | 164.9768 | 164.9768 | 238.6435 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153405 | -148116 | -301602 | 53487 | 509192 | -578597 |
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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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