Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962937.2012 | 795243.7012 | 167693.4999 | 2415901.1772 | 86508131.5078 | -84092230.3306 |
Total P&L (%) | 962.9372 | 795.2437 | 167.6935 | 2415.9012 | 86508.1315 | -84092.2303 |
Avg Daily Profit (%) | 0.3852 | 0.3181 | 0.0671 | 0.1291 | 0.2709 | 0 |
Buy And Hold Return (%) | 698.6641 | 698.6641 | 698.6641 | 698.6641 | 698.6641 | 698.6641 |
Max Trade Drawdown | -148951 | -70595 | -135667 | -105177958 | -7833833 | -105698430 |
Profit Factor | 3.3851 | 5.2866 | 1.7685 | 1.0183 | 5.5504 | 0.2543 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 59.7403 | 57.8947 | 61.5385 | 59.7403 | 57.8947 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.2813 | 3.8448 | 1.1053 | 0.6863 | 4.0366 | 0.159 |
Largest Winning Trade | 161518 | 161518 | 65109 | 64060011 | 64060011 | 7416383 |
Largest Losing Trade | -97746 | -43759 | -97746 | -104056109 | -4650997 | -104056109 |
Avg Bars in Trades | 126 | 134 | 118 | 126 | 134 | 118 |
Avg Bars in Winners | 150 | 131 | 167 | 150 | 131 | 167 |
Avg Bars in Losers | 91 | 139 | 39 | 91 | 139 | 39 |
Bars Traded | 9737 | 5122 | 4615 | 9737 | 5122 | 4615 |
Profit Streak | 129.0325 | 129.0325 | 250.0325 | 129.0325 | 129.0325 | 250.0325 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75390 | -104115 | -264036 | -268385 | 664066 | -577908 |
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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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