Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448585.6678 | 1347529.2204 | 101056.4474 | 8684913.4857 | 10186093.8169 | -1501180.3312 |
Total P&L (%) | 1448.5857 | 1347.5292 | 101.0564 | 8684.9135 | 10186.0938 | -1501.1803 |
Avg Daily Profit (%) | 0.7932 | 0.7378 | 0.0553 | 0.2454 | 0.254 | 0 |
Buy And Hold Return (%) | 622.5241 | 622.5241 | 622.5241 | 622.5241 | 622.5241 | 622.5241 |
Max Trade Drawdown | -133230 | -76059 | -77477 | -27780437 | -16141653 | -15592840 |
Profit Factor | 3.8552 | 6.7766 | 1.3687 | 1.1629 | 1.4299 | 0.9493 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 45.3488 | 41.8605 | 48.8372 | 45.3488 | 41.8605 | 48.8372 |
Ratio Avg Win / Avg Loss | 4.646 | 9.4119 | 1.4339 | 1.4014 | 1.986 | 0.9945 |
Largest Winning Trade | 753396 | 753396 | 76539 | 17092989 | 17092989 | 7179318 |
Largest Losing Trade | -29900 | -18482 | -29900 | -5263789 | -4320625 | -5263789 |
Avg Bars in Trades | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Winners | 95 | 88 | 101 | 95 | 88 | 101 |
Avg Bars in Losers | 34 | 36 | 33 | 34 | 36 | 33 |
Bars Traded | 5357 | 2489 | 2868 | 5357 | 2489 | 2868 |
Profit Streak | 19.4581 | 0 | 29.1247 | 19.4581 | 0 | 29.1247 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515969 | 441252 | -284164 | -33962 | 265453 | -580639 |
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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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