Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905475.1743 | 818803.327 | 86671.8472 | 5477573.0274 | 5724991.211 | -247418.1836 |
Total P&L (%) | 905.4752 | 818.8033 | 86.6718 | 5477.573 | 5724.9912 | -247.4182 |
Avg Daily Profit (%) | 0.3622 | 0.3275 | 0.0347 | 0.161 | 0.1627 | 0 |
Buy And Hold Return (%) | 692.4889 | 692.4889 | 692.4889 | 692.4889 | 692.4889 | 692.4889 |
Max Trade Drawdown | -74914 | -57723 | -68116 | -4053948 | -2694962 | -1690685 |
Profit Factor | 2.2208 | 3.0115 | 1.259 | 1.6189 | 1.9993 | 0.9207 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 45.0617 | 40.7407 | 49.3827 | 45.0617 | 40.7407 | 49.3827 |
Ratio Avg Win / Avg Loss | 2.7075 | 4.3804 | 1.2904 | 1.9737 | 2.9081 | 0.9438 |
Largest Winning Trade | 337894 | 337894 | 57380 | 4659140 | 4659140 | 731566 |
Largest Losing Trade | -59453 | -26501 | -59453 | -1592104 | -1592104 | -828419 |
Avg Bars in Trades | 59 | 60 | 59 | 59 | 60 | 59 |
Avg Bars in Winners | 83 | 87 | 80 | 83 | 87 | 80 |
Avg Bars in Losers | 39 | 41 | 38 | 39 | 41 | 38 |
Bars Traded | 9670 | 4878 | 4792 | 9670 | 4878 | 4792 |
Profit Streak | 32.8725 | 0 | 85.3725 | 32.8725 | 0 | 85.3725 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56971 | -109708 | -323762 | 368575 | -4040 | -592015 |
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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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