Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970920.3464 | 821614.2545 | 149306.0919 | 21050799.9017 | 33680707.2452 | -12629907.3435 |
Total P&L (%) | 970.9203 | 821.6143 | 149.3061 | 21050.7999 | 33680.7072 | -12629.9073 |
Avg Daily Profit (%) | 0.3884 | 0.3286 | 0.0597 | 0.2144 | 0.2332 | 0 |
Buy And Hold Return (%) | 716.3062 | 716.3062 | 716.3062 | 716.3062 | 716.3062 | 716.3062 |
Max Trade Drawdown | -82859 | -35822 | -80724 | -19643371 | -5817552 | -20750404 |
Profit Factor | 3.3237 | 5.693 | 1.615 | 1.5418 | 3.784 | 0.5279 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 56.9767 | 53.4884 | 60.4651 | 56.9767 | 53.4884 | 60.4651 |
Ratio Avg Win / Avg Loss | 2.5097 | 4.9504 | 1.056 | 1.1642 | 3.2904 | 0.3452 |
Largest Winning Trade | 320500 | 320500 | 48674 | 23493182 | 23493182 | 1776582 |
Largest Losing Trade | -51172 | -25694 | -51172 | -13448306 | -4464341 | -13448306 |
Avg Bars in Trades | 111 | 131 | 90 | 111 | 131 | 90 |
Avg Bars in Winners | 130 | 157 | 106 | 130 | 157 | 106 |
Avg Bars in Losers | 86 | 102 | 66 | 86 | 102 | 66 |
Bars Traded | 9576 | 5675 | 3901 | 9576 | 5675 | 3901 |
Profit Streak | 136.9022 | 149.4022 | 136.9022 | 136.9022 | 149.4022 | 136.9022 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36704 | -101133 | -275031 | 439478 | 600855 | -578800 |
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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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