Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858025.4373 | 733582.0492 | 124443.3882 | 2264955.2037 | 24747012.3325 | -22482057.1288 |
Total P&L (%) | 858.0254 | 733.582 | 124.4434 | 2264.9552 | 24747.0123 | -22482.0571 |
Avg Daily Profit (%) | 0.3433 | 0.2935 | 0.0498 | 0.1266 | 0.2209 | 0 |
Buy And Hold Return (%) | 741.2221 | 741.2221 | 741.2221 | 741.2221 | 741.2221 | 741.2221 |
Max Trade Drawdown | -157821 | -60447 | -120624 | -26627371 | -1460094 | -25746426 |
Profit Factor | 2.8339 | 4.8375 | 1.4497 | 1.0628 | 5.5509 | 0.2658 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 62.6374 | 64.4444 | 60.8696 | 62.6374 | 64.4444 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.6904 | 2.669 | 0.932 | 0.634 | 3.0626 | 0.1708 |
Largest Winning Trade | 151641 | 151641 | 62712 | 16842552 | 16842552 | 1501001 |
Largest Losing Trade | -89698 | -50099 | -89698 | -25070209 | -1159395 | -25070209 |
Avg Bars in Trades | 156 | 172 | 140 | 156 | 172 | 140 |
Avg Bars in Winners | 175 | 175 | 175 | 175 | 175 | 175 |
Avg Bars in Losers | 125 | 168 | 86 | 125 | 168 | 86 |
Bars Traded | 14257 | 7779 | 6478 | 14257 | 7779 | 6478 |
Profit Streak | 130.0295 | 167.3629 | 130.0295 | 130.0295 | 167.3629 | 130.0295 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98537 | -145972 | -290421 | -176140 | 709489 | -578335 |
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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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