Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054594.268 | 980646.0274 | 73948.2405 | 5312943.1461 | 5253390.2622 | 59552.8839 |
Total P&L (%) | 1054.5943 | 980.646 | 73.9482 | 5312.9431 | 5253.3903 | 59.5529 |
Avg Daily Profit (%) | 0.5813 | 0.5405 | 0.0408 | 0.2202 | 0.2196 | 0.0258 |
Buy And Hold Return (%) | 672.8607 | 672.8607 | 672.8607 | 672.8607 | 672.8607 | 672.8607 |
Max Trade Drawdown | -69596 | -33337 | -97485 | -2260473 | -726126 | -2325029 |
Profit Factor | 4.1473 | 12.0485 | 1.3002 | 1.5734 | 3.1111 | 1.0088 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 27 | 18 | 9 | 27 | 18 | 9 |
Losing Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Profitability (%) | 29.0323 | 38.2979 | 19.5652 | 29.0323 | 38.2979 | 19.5652 |
Ratio Avg Win / Avg Loss | 10.1379 | 19.4115 | 5.3453 | 3.8462 | 5.0123 | 4.1472 |
Largest Winning Trade | 612668 | 612668 | 75000 | 3814270 | 3814270 | 1992676 |
Largest Losing Trade | -20580 | -8429 | -20580 | -550833 | -281386 | -550833 |
Avg Bars in Trades | 71 | 20 | 123 | 71 | 20 | 123 |
Avg Bars in Winners | 200 | 46 | 508 | 200 | 46 | 508 |
Avg Bars in Losers | 18 | 4 | 30 | 18 | 4 | 30 |
Bars Traded | 6660 | 964 | 5696 | 6660 | 964 | 5696 |
Profit Streak | 45.7458 | 48.9958 | 0 | 45.7458 | 48.9958 | 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 | -2545 | -7619 | -357013 | -161 | 378752 | -587965 |
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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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