Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916724.4708 | 816782.55 | 99941.9208 | 6313686.0343 | 10185263.4185 | -3871577.3842 |
Total P&L (%) | 916.7245 | 816.7826 | 99.9419 | 6313.686 | 10185.2634 | -3871.5774 |
Avg Daily Profit (%) | 0.3666 | 0.3267 | 0.04 | 0.1666 | 0.1855 | 0 |
Buy And Hold Return (%) | 769.9865 | 769.9865 | 769.9865 | 769.9865 | 769.9865 | 769.9865 |
Max Trade Drawdown | -119139 | -53661 | -106444 | -7321898 | -2197823 | -7855153 |
Profit Factor | 2.7788 | 4.6309 | 1.3441 | 1.3489 | 2.8008 | 0.6888 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 48.8889 | 46.6667 | 51.1111 | 48.8889 | 46.6667 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.9051 | 5.2925 | 1.2857 | 1.4102 | 3.2009 | 0.6588 |
Largest Winning Trade | 371282 | 371282 | 50324 | 4609691 | 4609691 | 1569335 |
Largest Losing Trade | -72233 | -21074 | -72233 | -6185726 | -987914 | -6185726 |
Avg Bars in Trades | 80 | 77 | 82 | 80 | 77 | 82 |
Avg Bars in Winners | 110 | 108 | 111 | 110 | 108 | 111 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 7221 | 3502 | 3719 | 7221 | 3502 | 3719 |
Profit Streak | 176.8463 | 176.8463 | 187.1797 | 176.8463 | 176.8463 | 187.1797 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90504 | -130485 | -303367 | 336733 | 467952 | -579209 |
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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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