Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956706.3334 | 816538.2656 | 140168.0679 | 14186854.0247 | 17743704.7368 | -3556850.7121 |
Total P&L (%) | 956.7063 | 816.5383 | 140.1681 | 14186.854 | 17743.7047 | -3556.8507 |
Avg Daily Profit (%) | 0.3827 | 0.3266 | 0.0561 | 0.1987 | 0.2076 | 0 |
Buy And Hold Return (%) | 706.9738 | 706.9738 | 706.9738 | 706.9738 | 706.9738 | 706.9738 |
Max Trade Drawdown | -70272 | -57842 | -66850 | -5271087 | -1836024 | -7619295 |
Profit Factor | 3.0564 | 4.8804 | 1.5501 | 1.6992 | 3.4561 | 0.7278 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 52.3256 | 51.1628 | 53.4884 | 52.3256 | 51.1628 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.7848 | 4.6586 | 1.3479 | 1.5481 | 3.299 | 0.6329 |
Largest Winning Trade | 347129 | 347129 | 48740 | 10887816 | 10887816 | 2145816 |
Largest Losing Trade | -61314 | -30676 | -61314 | -4148645 | -1413817 | -4148645 |
Avg Bars in Trades | 114 | 119 | 109 | 114 | 119 | 109 |
Avg Bars in Winners | 141 | 148 | 135 | 141 | 148 | 135 |
Avg Bars in Losers | 83 | 88 | 78 | 83 | 88 | 78 |
Bars Traded | 9821 | 5126 | 4695 | 9821 | 5126 | 4695 |
Profit Streak | 80.8935 | 94.1435 | 80.8935 | 80.8935 | 94.1435 | 80.8935 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38948 | -99974 | -281154 | 458638 | 557050 | -579717 |
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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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