Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029309.4369 | 871624.1746 | 157685.2623 | 19812168.4087 | 29057039.9845 | -9244871.5758 |
Total P&L (%) | 1029.3094 | 871.6242 | 157.6853 | 19812.1684 | 29057.04 | -9244.8716 |
Avg Daily Profit (%) | 0.4117 | 0.3486 | 0.0631 | 0.212 | 0.2272 | 0 |
Buy And Hold Return (%) | 811.826 | 811.826 | 811.826 | 811.826 | 811.826 | 811.826 |
Max Trade Drawdown | -88588 | -59770 | -98608 | -14042914 | -4393336 | -22497384 |
Profit Factor | 2.8101 | 4.5476 | 1.4883 | 1.4045 | 2.7861 | 0.7174 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 52.6627 | 46.4286 | 58.8235 | 52.6627 | 46.4286 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.526 | 5.2472 | 1.0418 | 1.2625 | 3.2148 | 0.5022 |
Largest Winning Trade | 326745 | 326745 | 51188 | 16896250 | 16896250 | 2933731 |
Largest Losing Trade | -69976 | -19739 | -69976 | -13445242 | -2611761 | -13445242 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 72 | 77 | 69 | 72 | 77 | 69 |
Avg Bars in Losers | 40 | 37 | 44 | 40 | 37 | 44 |
Bars Traded | 9719 | 4711 | 5008 | 9719 | 4711 | 5008 |
Profit Streak | 175.8653 | 175.8653 | 190.8653 | 175.8653 | 175.8653 | 190.8653 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64525 | -126453 | -271056 | 416137 | 476112 | -578575 |
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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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