Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1759760.8309 | 1598401.8539 | 161358.977 | 6164795.0045 | -520803.638 | 6685598.6425 |
Total P&L (%) | 1759.7608 | 1598.4019 | 161.359 | 6164.795 | -520.8036 | 6685.5986 |
Avg Daily Profit (%) | 0.9443 | 0.8577 | 0.0866 | 0.2223 | 0 | 0.2266 |
Buy And Hold Return (%) | 33.5401 | 33.5401 | 33.5401 | 33.5401 | 33.5401 | 33.5401 |
Max Trade Drawdown | -105118 | -85284 | -43996 | -15780793 | -11668597 | -6416193 |
Profit Factor | 5.9482 | 9.2901 | 1.991 | 1.1681 | 0.9737 | 1.397 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 36.3636 | 28.2051 | 44.7368 | 36.3636 | 28.2051 | 44.7368 |
Ratio Avg Win / Avg Loss | 10.4094 | 23.6476 | 2.4595 | 2.0442 | 2.4786 | 1.7257 |
Largest Winning Trade | 1376689 | 1376689 | 62776 | 10412316 | 10412316 | 6735768 |
Largest Losing Trade | -23625 | -15879 | -23625 | -2630497 | -2630497 | -2388593 |
Avg Bars in Trades | 140 | 108 | 173 | 140 | 108 | 173 |
Avg Bars in Winners | 294 | 273 | 307 | 294 | 273 | 307 |
Avg Bars in Losers | 52 | 43 | 65 | 52 | 43 | 65 |
Bars Traded | 10830 | 4225 | 6605 | 10830 | 4225 | 6605 |
Profit Streak | 45.1038 | 45.1038 | 47.6038 | 45.1038 | 45.1038 | 47.6038 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28811 | 238758 | -76546 | -76867 | -593112 | 308838 |
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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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