Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1626713.9617 | 1371957.9415 | 254756.0203 | 10440982.6353 | 13095941.2806 | -2654958.6453 |
Total P&L (%) | 1626.714 | 1371.9579 | 254.756 | 10440.9826 | 13095.9413 | -2654.9586 |
Avg Daily Profit (%) | 0.6815 | 0.5748 | 0.1067 | 0.1953 | 0.2048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95508 | -68758 | -75203 | -13137178 | -6893961 | -12025478 |
Profit Factor | 3.535 | 6.6691 | 1.6374 | 1.1738 | 1.7127 | 0.9363 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 59.3023 | 53.4884 | 65.1163 | 59.3023 | 53.4884 | 65.1163 |
Ratio Avg Win / Avg Loss | 2.426 | 5.7992 | 0.8772 | 0.8055 | 1.4893 | 0.5016 |
Largest Winning Trade | 930895 | 930895 | 65247 | 6269532 | 6269532 | 5557824 |
Largest Losing Trade | -75203 | -37476 | -75203 | -12025478 | -3516294 | -12025478 |
Avg Bars in Trades | 79 | 69 | 89 | 79 | 69 | 89 |
Avg Bars in Winners | 99 | 95 | 103 | 99 | 95 | 103 |
Avg Bars in Losers | 49 | 39 | 62 | 49 | 39 | 62 |
Bars Traded | 6817 | 2985 | 3832 | 6817 | 2985 | 3832 |
Profit Streak | 57.3513 | 57.3513 | 158.018 | 57.3513 | 57.3513 | 158.018 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 766410 | 749999 | -47207 | -20601 | 405980 | -577802 |
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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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