Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850788.6145 | 793208.1693 | 57580.4453 | 2451702.7468 | 5650792.6754 | -3199089.9286 |
Total P&L (%) | 850.7886 | 793.2082 | 57.5804 | 2451.7027 | 5650.7927 | -3199.0899 |
Avg Daily Profit (%) | 0.3403 | 0.3173 | 0.023 | 0.1296 | 0.1622 | 0 |
Buy And Hold Return (%) | 743.5991 | 743.5991 | 743.5991 | 743.5991 | 743.5991 | 743.5991 |
Max Trade Drawdown | -109968 | -75628 | -93830 | -4491762 | -1613229 | -4464858 |
Profit Factor | 2.5844 | 4.2335 | 1.1974 | 1.2247 | 2.251 | 0.4996 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 52.3256 | 46.5116 | 58.1395 | 52.3256 | 46.5116 | 58.1395 |
Ratio Avg Win / Avg Loss | 2.3547 | 4.8686 | 0.8621 | 1.1158 | 2.5887 | 0.3597 |
Largest Winning Trade | 332323 | 332323 | 48020 | 4769175 | 4769175 | 699473 |
Largest Losing Trade | -61959 | -22052 | -61959 | -2559516 | -659658 | -2559516 |
Avg Bars in Trades | 111 | 120 | 102 | 111 | 120 | 102 |
Avg Bars in Winners | 137 | 157 | 121 | 137 | 157 | 121 |
Avg Bars in Losers | 82 | 87 | 75 | 82 | 87 | 75 |
Bars Traded | 9570 | 5162 | 4408 | 9570 | 5162 | 4408 |
Profit Streak | 104.3524 | 104.3524 | 143.8524 | 104.3524 | 104.3524 | 143.8524 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104841 | -129096 | -330847 | -20828 | 419458 | -578710 |
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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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