Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035969.5818 | 881683.3206 | 154286.2613 | 25847556.9606 | 29503957.7327 | -3656400.7722 |
Total P&L (%) | 1035.9696 | 881.6833 | 154.2863 | 25847.557 | 29503.9577 | -3656.4008 |
Avg Daily Profit (%) | 0.4144 | 0.3527 | 0.0617 | 0.2226 | 0.2279 | 0 |
Buy And Hold Return (%) | 755.4772 | 755.4772 | 755.4772 | 755.4772 | 755.4772 | 755.4772 |
Max Trade Drawdown | -78325 | -55357 | -68036 | -7606977 | -3145561 | -12070746 |
Profit Factor | 3.2226 | 4.8455 | 1.6515 | 1.8273 | 3.3795 | 0.806 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 46.1538 | 52.1739 | 40 | 46.1538 | 52.1739 | 40 |
Ratio Avg Win / Avg Loss | 3.7597 | 4.4417 | 2.4772 | 2.1319 | 3.0979 | 1.2089 |
Largest Winning Trade | 334630 | 334630 | 51457 | 16486776 | 16486776 | 4101921 |
Largest Losing Trade | -61475 | -21346 | -61475 | -6615717 | -2660759 | -6615717 |
Avg Bars in Trades | 104 | 108 | 99 | 104 | 108 | 99 |
Avg Bars in Winners | 158 | 153 | 165 | 158 | 153 | 165 |
Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
Bars Traded | 9470 | 4975 | 4495 | 9470 | 4975 | 4495 |
Profit Streak | 77.9662 | 93.2162 | 0 | 77.9662 | 93.2162 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34934 | -95866 | -276992 | 396100 | 563506 | -582934 |
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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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