Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810268.2905 | 663591.2401 | 146677.0504 | 11484065.3464 | 17971196.6632 | -6487131.3169 |
Total P&L (%) | 810.2683 | 663.5912 | 146.6771 | 11484.0653 | 17971.1967 | -6487.1313 |
Avg Daily Profit (%) | 0.3241 | 0.2654 | 0.0587 | 0.1903 | 0.2081 | 0 |
Buy And Hold Return (%) | 832.3341 | 832.3341 | 832.3341 | 832.3341 | 832.3341 | 832.3341 |
Max Trade Drawdown | -82848 | -75531 | -68341 | -11635453 | -1650122 | -11674421 |
Profit Factor | 2.9602 | 4.4343 | 1.6663 | 1.5823 | 4.4851 | 0.5547 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 56.4706 | 61.9048 | 51.1628 | 56.4706 | 61.9048 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.2819 | 2.7288 | 1.5906 | 1.2197 | 2.7601 | 0.5294 |
Largest Winning Trade | 155242 | 155242 | 54968 | 10355126 | 10355126 | 1407879 |
Largest Losing Trade | -68341 | -48659 | -68341 | -11635453 | -1212800 | -11635453 |
Avg Bars in Trades | 107 | 129 | 86 | 107 | 129 | 86 |
Avg Bars in Winners | 126 | 114 | 140 | 126 | 114 | 140 |
Avg Bars in Losers | 84 | 155 | 30 | 84 | 155 | 30 |
Bars Traded | 9177 | 5456 | 3721 | 9177 | 5456 | 3721 |
Profit Streak | 61.7854 | 132.5354 | 61.7854 | 61.7854 | 132.5354 | 61.7854 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148985 | -147254 | -276438 | 424953 | 650539 | -580016 |
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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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