Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897760.9854 | 793647.878 | 104113.1074 | 8784986.6676 | 11864783.4306 | -3079796.763 |
Total P&L (%) | 897.761 | 793.6479 | 104.1131 | 8784.9867 | 11864.7834 | -3079.7968 |
Avg Daily Profit (%) | 0.359 | 0.3173 | 0.0416 | 0.1796 | 0.1915 | 0 |
Buy And Hold Return (%) | 872.9539 | 872.9539 | 872.9539 | 872.9539 | 872.9539 | 872.9539 |
Max Trade Drawdown | -100146 | -56044 | -69691 | -5517262 | -1952443 | -6007954 |
Profit Factor | 3.0269 | 5.9202 | 1.3697 | 1.5846 | 3.1723 | 0.678 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 54.4304 | 56.4103 | 52.5 | 54.4304 | 56.4103 | 52.5 |
Ratio Avg Win / Avg Loss | 2.5342 | 4.5747 | 1.2393 | 1.3266 | 2.4513 | 0.6134 |
Largest Winning Trade | 343420 | 343420 | 53418 | 8541465 | 8541465 | 803160 |
Largest Losing Trade | -48728 | -33632 | -48728 | -3774760 | -1742502 | -3774760 |
Avg Bars in Trades | 61 | 64 | 57 | 61 | 64 | 57 |
Avg Bars in Winners | 74 | 74 | 73 | 74 | 74 | 73 |
Avg Bars in Losers | 45 | 51 | 40 | 45 | 51 | 40 |
Bars Traded | 4822 | 2517 | 2305 | 4822 | 2517 | 2305 |
Profit Streak | 71.0063 | 155.5063 | 71.0063 | 71.0063 | 155.5063 | 71.0063 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171494 | -146451 | -301658 | -20049 | 570357 | -579867 |
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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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