Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943943.4892 | 810981.4688 | 132962.0204 | 17596853.0555 | 20388095.2962 | -2791242.2407 |
Total P&L (%) | 943.9435 | 810.9815 | 132.962 | 17596.8531 | 20388.0953 | -2791.2422 |
Avg Daily Profit (%) | 0.4532 | 0.3894 | 0.0638 | 0.2488 | 0.2559 | 0 |
Buy And Hold Return (%) | 1278.714 | 1278.714 | 1278.714 | 1278.714 | 1278.714 | 1278.714 |
Max Trade Drawdown | -73469 | -34446 | -73597 | -7903960 | -5094341 | -9105013 |
Profit Factor | 3.3539 | 5.0675 | 1.6594 | 1.5798 | 2.4712 | 0.8307 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 45.977 | 46.5116 | 45.4545 | 45.977 | 46.5116 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.9408 | 5.8277 | 1.9913 | 1.8563 | 2.8418 | 0.9969 |
Largest Winning Trade | 337195 | 337195 | 50041 | 12197800 | 12197800 | 2000100 |
Largest Losing Trade | -56199 | -13648 | -56199 | -6475000 | -2390274 | -6475000 |
Avg Bars in Trades | 279 | 282 | 276 | 279 | 282 | 276 |
Avg Bars in Winners | 401 | 400 | 401 | 401 | 400 | 401 |
Avg Bars in Losers | 176 | 180 | 172 | 176 | 180 | 172 |
Bars Traded | 24325 | 12162 | 12163 | 24325 | 12162 | 12163 |
Profit Streak | 82.8445 | 83.0112 | 82.8445 | 82.8445 | 83.0112 | 82.8445 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149532 | -149024 | -271469 | 395632 | 449177 | -581929 |
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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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