Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780695.3378 | 1781660.7252 | -965.3874 | 672371.7351 | -1049532.782 | 1721904.5171 |
Total P&L (%) | 1780.6953 | 1781.6607 | -0.9654 | 672.3717 | -1049.5328 | 1721.9045 |
Avg Daily Profit (%) | 0.7549 | 0.7553 | -0.0004 | 0.0867 | 0 | 0.1231 |
Buy And Hold Return (%) | 523.192 | 523.192 | 523.192 | 523.192 | 523.192 | 523.192 |
Max Trade Drawdown | -177913 | -192612 | -17840 | -11702857 | -13204434 | -371153 |
Profit Factor | 4.4868 | 4.9027 | 0.9822 | 1.0337 | 0.9454 | 3.4486 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 59.0361 | 63.4146 | 54.7619 | 59.0361 | 63.4146 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.1133 | 2.8285 | 0.8114 | 0.7173 | 0.5454 | 2.8488 |
Largest Winning Trade | 1413457 | 1413457 | 5752 | 9943643 | 9943643 | 659472 |
Largest Losing Trade | -72434 | -72434 | -17234 | -5322264 | -5322264 | -360544 |
Avg Bars in Trades | 166 | 336 | 1 | 166 | 336 | 1 |
Avg Bars in Winners | 102 | 192 | 1 | 102 | 192 | 1 |
Avg Bars in Losers | 259 | 585 | 2 | 259 | 585 | 2 |
Bars Traded | 13855 | 13782 | 73 | 13855 | 13782 | 73 |
Profit Streak | 76.8717 | 77.0384 | 76.8717 | 76.8717 | 77.0384 | 76.8717 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 668976 | 723216 | -579281 | -337800 | -578445 | -22986 |
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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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