Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030482.6898 | 867491.4573 | 162991.2325 | 21934911.8861 | 36505675.587 | -14570763.7009 |
Total P&L (%) | 1030.4827 | 867.4915 | 162.9912 | 21934.9119 | 36505.6756 | -14570.7637 |
Avg Daily Profit (%) | 0.4123 | 0.3471 | 0.0652 | 0.2161 | 0.2364 | 0 |
Buy And Hold Return (%) | 735.4261 | 735.4261 | 735.4261 | 735.4261 | 735.4261 | 735.4261 |
Max Trade Drawdown | -87948 | -46370 | -80835 | -16170307 | -5911339 | -25535582 |
Profit Factor | 3.4018 | 5.6536 | 1.6718 | 1.4228 | 3.2893 | 0.5945 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 54.023 | 53.4884 | 54.5455 | 54.023 | 53.4884 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.8952 | 4.9161 | 1.3932 | 1.2109 | 2.8602 | 0.4954 |
Largest Winning Trade | 358309 | 358309 | 50536 | 23719252 | 23719252 | 4088419 |
Largest Losing Trade | -73543 | -21057 | -73543 | -15344166 | -2381819 | -15344166 |
Avg Bars in Trades | 167 | 178 | 156 | 167 | 178 | 156 |
Avg Bars in Winners | 218 | 219 | 218 | 218 | 219 | 218 |
Avg Bars in Losers | 107 | 131 | 83 | 107 | 131 | 83 |
Bars Traded | 14591 | 7689 | 6902 | 14591 | 7689 | 6902 |
Profit Streak | 86.2231 | 89.8897 | 86.2231 | 86.2231 | 89.8897 | 86.2231 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22886 | -91278 | -268375 | 386081 | 565169 | -579572 |
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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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