Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928243.4519 | 776723.3908 | 151520.0611 | 16300783.3434 | 17240730.9628 | -939947.6194 |
Total P&L (%) | 928.2435 | 776.7234 | 151.5201 | 16300.7833 | 17240.731 | -939.9476 |
Avg Daily Profit (%) | 0.3711 | 0.3106 | 0.0606 | 0.2041 | 0.2064 | 0 |
Buy And Hold Return (%) | 856.8674 | 856.8674 | 856.8674 | 856.8674 | 856.8674 | 856.8674 |
Max Trade Drawdown | -68124 | -45862 | -68124 | -4513550 | -975411 | -3995995 |
Profit Factor | 3.6624 | 5.8105 | 1.8095 | 2.8967 | 7.8013 | 0.8449 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 61.6279 | 60.4651 | 62.7907 | 61.6279 | 60.4651 | 62.7907 |
Ratio Avg Win / Avg Loss | 2.2804 | 3.7992 | 1.0723 | 1.8036 | 5.1008 | 0.5007 |
Largest Winning Trade | 338636 | 338636 | 56144 | 11379794 | 11379794 | 1231334 |
Largest Losing Trade | -68124 | -30221 | -68124 | -3995995 | -517554 | -3995995 |
Avg Bars in Trades | 52 | 59 | 44 | 52 | 59 | 44 |
Avg Bars in Winners | 55 | 56 | 55 | 55 | 56 | 55 |
Avg Bars in Losers | 46 | 64 | 27 | 46 | 64 | 27 |
Bars Traded | 4490 | 2566 | 1924 | 4490 | 2566 | 1924 |
Profit Streak | 72.1454 | 83.1454 | 0 | 72.1454 | 83.1454 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120975 | -146440 | -273775 | 582358 | 669089 | -579069 |
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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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