Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805054.901 | 655065.8408 | 149989.0602 | 12151201.104 | 13257152.6177 | -1105951.5137 |
Total P&L (%) | 805.0549 | 655.0658 | 149.9891 | 12151.2011 | 13257.1526 | -1105.9515 |
Avg Daily Profit (%) | 0.3213 | 0.2614 | 0.0599 | 0.1921 | 0.1955 | 0 |
Buy And Hold Return (%) | 843.7004 | 843.7004 | 843.7004 | 843.7004 | 843.7004 | 843.7004 |
Max Trade Drawdown | -78858 | -66800 | -78219 | -5703296 | -1009219 | -6268877 |
Profit Factor | 3.5682 | 7.5648 | 1.7019 | 2.3106 | 9.7865 | 0.8575 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 71.0526 | 71.0526 | 71.0526 | 71.0526 | 71.0526 | 71.0526 |
Ratio Avg Win / Avg Loss | 1.4537 | 3.082 | 0.6934 | 0.9413 | 3.9871 | 0.3494 |
Largest Winning Trade | 159266 | 159266 | 47399 | 5099590 | 5099590 | 1014483 |
Largest Losing Trade | -62795 | -55276 | -62795 | -5703296 | -814776 | -5703296 |
Avg Bars in Trades | 61 | 91 | 31 | 61 | 91 | 31 |
Avg Bars in Winners | 54 | 72 | 36 | 54 | 72 | 36 |
Avg Bars in Losers | 77 | 136 | 18 | 77 | 136 | 18 |
Bars Traded | 4655 | 3464 | 1191 | 4655 | 3464 | 1191 |
Profit Streak | 25.7719 | 25.7719 | 311.2719 | 25.7719 | 25.7719 | 311.2719 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -200820 | -145402 | -274225 | -40158 | 713230 | -576668 |
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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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