Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975460.4476 | 818218.3728 | 157242.0748 | 20100777.3523 | 36517864.1782 | -16417086.8259 |
Total P&L (%) | 975.4604 | 818.2184 | 157.2421 | 20100.7774 | 36517.8642 | -16417.0868 |
Avg Daily Profit (%) | 0.3901 | 0.3272 | 0.0629 | 0.2125 | 0.2364 | 0 |
Buy And Hold Return (%) | 785.3755 | 785.3755 | 785.3755 | 785.3755 | 785.3755 | 785.3755 |
Max Trade Drawdown | -81927 | -76507 | -75920 | -26406305 | -2603182 | -27195263 |
Profit Factor | 3.1066 | 4.9544 | 1.6139 | 1.4942 | 5.7683 | 0.5028 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 59.5506 | 63.6364 | 55.5556 | 59.5506 | 63.6364 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.1101 | 2.8311 | 1.2911 | 1.0149 | 3.2962 | 0.4022 |
Largest Winning Trade | 192491 | 192491 | 66173 | 22478434 | 22478434 | 3561426 |
Largest Losing Trade | -72794 | -46876 | -72794 | -26406305 | -2592133 | -26406305 |
Avg Bars in Trades | 79 | 91 | 68 | 79 | 91 | 68 |
Avg Bars in Winners | 90 | 78 | 102 | 90 | 78 | 102 |
Avg Bars in Losers | 64 | 114 | 24 | 64 | 114 | 24 |
Bars Traded | 7094 | 4029 | 3065 | 7094 | 4029 | 3065 |
Profit Streak | 67.7966 | 466.7966 | 67.7966 | 67.7966 | 466.7966 | 67.7966 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72435 | -132663 | -271443 | 426983 | 717263 | -579433 |
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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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