Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020128.2831 | 845600.0166 | 174528.2665 | 7645760.0057 | -792410.9357 | 8438170.9415 |
Total P&L (%) | 1020.1283 | 845.6 | 174.5283 | 7645.76 | -792.4109 | 8438.1709 |
Avg Daily Profit (%) | 0.5485 | 0.4546 | 0.0938 | 0.2341 | 0 | 0.2394 |
Buy And Hold Return (%) | 213.8686 | 213.8686 | 213.8686 | 213.8686 | 213.8686 | 213.8686 |
Max Trade Drawdown | -187313 | -97624 | -124484 | -12280575 | -8054751 | -6620001 |
Profit Factor | 3.0399 | 4.3404 | 1.7068 | 1.2925 | 0.9512 | 1.8533 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 58.9041 | 50 | 67.5676 | 58.9041 | 50 | 67.5676 |
Ratio Avg Win / Avg Loss | 2.1209 | 4.3404 | 0.8192 | 0.9017 | 0.9512 | 0.8896 |
Largest Winning Trade | 315770 | 315770 | 69797 | 3965771 | 3215287 | 3965771 |
Largest Losing Trade | -48470 | -48470 | -44462 | -5065728 | -5065728 | -3608980 |
Avg Bars in Trades | 47 | 61 | 34 | 47 | 61 | 34 |
Avg Bars in Winners | 52 | 70 | 38 | 52 | 70 | 38 |
Avg Bars in Losers | 41 | 53 | 23 | 41 | 53 | 23 |
Bars Traded | 3487 | 2229 | 1258 | 3487 | 2229 | 1258 |
Profit Streak | 52.5116 | 52.5116 | 183.5116 | 52.5116 | 52.5116 | 183.5116 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58150 | 569634 | -229351 | -66735 | -580216 | 460102 |
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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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