Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473429.6239 | 1338097.8538 | 135331.7701 | 17765803.5418 | 21787021.1439 | -4021217.6021 |
Total P&L (%) | 1473.4296 | 1338.0979 | 135.3318 | 17765.8035 | 21787.0211 | -4021.2176 |
Avg Daily Profit (%) | 0.6697 | 0.6082 | 0.0615 | 0.236 | 0.2452 | 0 |
Buy And Hold Return (%) | 528.2436 | 528.2436 | 528.2436 | 528.2436 | 528.2436 | 528.2436 |
Max Trade Drawdown | -175263 | -146989 | -73957 | -8040348 | -4485045 | -9215757 |
Profit Factor | 4.0575 | 6.1181 | 1.6139 | 1.7273 | 3.1685 | 0.7204 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 44.7059 | 39.5349 | 50 | 44.7059 | 39.5349 | 50 |
Ratio Avg Win / Avg Loss | 5.0185 | 9.3571 | 1.6139 | 2.1364 | 4.846 | 0.7204 |
Largest Winning Trade | 640887 | 640887 | 64770 | 14969125 | 14969125 | 4768386 |
Largest Losing Trade | -34324 | -27208 | -34324 | -6448172 | -1592176 | -6448172 |
Avg Bars in Trades | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Winners | 82 | 85 | 80 | 82 | 85 | 80 |
Avg Bars in Losers | 22 | 18 | 28 | 22 | 18 | 28 |
Bars Traded | 4231 | 1948 | 2282 | 4231 | 1948 | 2282 |
Profit Streak | 89.0499 | 128.0499 | 0 | 89.0499 | 128.0499 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525055 | 470779 | -273467 | 372457 | 397000 | -580734 |
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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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