Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879888.6512 | 745377.8021 | 134510.8491 | 11831524.9753 | 12255379.9514 | -423854.9761 |
Total P&L (%) | 879.8887 | 745.3778 | 134.5108 | 11831.525 | 12255.38 | -423.855 |
Avg Daily Profit (%) | 0.3519 | 0.2981 | 0.0538 | 0.1914 | 0.1928 | 0 |
Buy And Hold Return (%) | 851.1816 | 851.1816 | 851.1816 | 851.1816 | 851.1816 | 851.1816 |
Max Trade Drawdown | -124149 | -48323 | -101334 | -8949197 | -3774694 | -8083492 |
Profit Factor | 3.6066 | 6.396 | 1.6745 | 1.6273 | 2.5725 | 0.9617 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 46.4789 | 45.7143 | 47.2222 | 46.4789 | 45.7143 | 47.2222 |
Ratio Avg Win / Avg Loss | 4.153 | 7.5953 | 1.8715 | 1.8739 | 3.0549 | 1.0748 |
Largest Winning Trade | 301606 | 301606 | 54146 | 6494757 | 6494757 | 3063526 |
Largest Losing Trade | -57219 | -21108 | -57219 | -3836208 | -1640155 | -3836208 |
Avg Bars in Trades | 129 | 148 | 110 | 129 | 148 | 110 |
Avg Bars in Winners | 159 | 182 | 137 | 159 | 182 | 137 |
Avg Bars in Losers | 102 | 119 | 85 | 102 | 119 | 85 |
Bars Traded | 9160 | 5197 | 3963 | 9160 | 5197 | 3963 |
Profit Streak | 80.6539 | 121.1539 | 80.6539 | 80.6539 | 121.1539 | 80.6539 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -230860 | -148698 | -284219 | -80638 | 452038 | -579635 |
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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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